基于家庭微观数据的长期护理保险定价

Long- term Care Insurance Pricing on the Basis of Household Survey Data

本文首次运用家庭微观调查数据——中国健康与养老追踪调查（CHARLS）2011年和2013年的纵向数据，对不同保障期限的长期护理保险进行了定价研究。对45～84岁间各年龄人群的健康状态转移强度进行了估计，计算了不同健康状态之间的转移概率矩阵，并基于该计算结果，分别给出两种失能定义情形下初始状态为健康和初始状态为失能的人群的长期护理保险的定价。本文给出的定价模型及得出的长期护理保险的价格，不仅可以为我国正在积极推动的社会长期护理保险提供定价参考，也能为发展中的商业长期护理保险的定价提供借鉴。

We are the first to price the long-term care insurance by using the large-scale household longitudinal data from China Health and Retirement survey in 2011 and 2013. We estimated the health transition intensities from age 45 to age 84 and calculated the related health transition probabilities for different health statuses. We further provided the respective pricing of longstate under two disability scenarios. Th term care insurance for people initially in a healthy state or in a disabled e pricing models and the suggested long-term care prices can provide refer- ences for social long-term care insurance that is being promoted actively and for the pricing of commercial long-term care insurance that is under development in China.