摘要
把随机利率,转化成年利率,然后用AR(1)模型进行拟合,并利用SPSS软件对拟合做出检验。经检验拟合效果比较好,模型可用。以当前热销的前海人寿保险有限公司的万能保险为实证分析,用MonteCarlo模拟的方法,借助MATLAB软件求出了趸缴纯保费,并预测了在3σ原则下的纯保费区间。
In this paper, it changes random interest rate into annual interest rate. Then it uses the AR （1） model to fit the rate.And it tests the fitting by using the SPSS Software model . It calculates the net single premium by using matlab software and it predicts the pure premium interval of the principle of ＂three ＂, taking for example universal life insurance ,hotly sold by sea life insurance company, by using the method of Monte Carlo simulation.
作者
关清元
洪梦莹
GUAN Qingyuan HONG Mengyin(School of Mathematics and Computer Science ,Wuyi University ,Wuyishan, Fujian 35430)
出处
《武夷学院学报》
2016年第9期73-76,共4页
Journal of Wuyi University
基金
武夷学院科技类项目(XD201405)
国家级大学生创新训练项目(201410397002)
