一个随机利率下的家庭型联合保险随机模型

A home-based combined insurance stochastic model under random interest rates

通过原点反射Brownian运动过程和Poisson过程对保险实务中的利息力随机性作了描述,在此基础上建立了一类由终身寿险、养老保险和储蓄还本3部分组成的可调整保险金额的家庭型联合保险随机模型,并给出了这类保险模型的年均衡保费的一般计算公式和死亡均匀分布(UDD)假设之下较简洁的年均衡保费计算公式,并用实例分析验证了本文结论的合理性和实用性.本文给出的保险模型对解决寿险公司合理收取保费、保险赔付和规避管理风险都具有一定的理论意义和实际应用价值.

In this paper,first of all,the randomness of the interest force in insurance business is described by both reflex-origin Brownian motion and Poisson process.Secondly,on this basis,we establish a class of adjustable insurance amount home-based combined insurance double stochastic model by whole life insurance,pension insurance and savings payback part,and a general formula of yearly balanced insurance premiums in this type of insurance and a relatively simple formula of yearly balanced insurance premiums with uniform distribution death（UDD）hypothesis are given.Finally,the rationality and practicality for the conclusions are verified by some examples of the analysis process.Type of this insurance model is consistent with the actual situation,and it has important theoretical and practical value for insurance company to charge a reasonable premium,pay insurance and avoid the manage risk.