一种分阶段生存模型的均衡保费计算

Calculating the Premium of the Multi stage Survival Model

分阶段生存模型的均衡保费计算。该模型假设人除了生存与死亡两状态外 ,还有半自理状态 ,不能自理状态。假设人只能从前一状态转移到下一状态 ,直到死亡 ,中间不能跳跃或逆转 ,且各状态间存活的时间相互独立 ,各状态间转移及死亡在一年中均匀发生。

This paper studies a multistage survival model. This model assumes that men have three stages before they die. The three stages are health stage, half cared by himself stage, cared by others stage respectively. People must pass these stages one by one, Stages are mutually independent and every year the death or the change of each stage are uniform distribution. Then we calculate how much money an aged man should pay under each stage to insurance that he can get help by others while he isn't healthy.