单亲家庭联合保险设计及精算模型

Design and Actuarial Model of Single Parent Family Joint Insurance

单亲家庭的情况已经渐渐成为三口、夫妻之外的第三种家庭模式,这种家庭面临的生命风险以及风险所带的影响远高于其它家庭模式,风险一旦发生,会造成一定社会不和谐,因此,研究如何加强这类单亲家庭的保障,具有一定的社会意义。本文引入Copula函数来描述家庭成员之间的相依关系,同时对随机利率采用Wiener过程对所设计保险产品进行建模,分析在孩子未满18周岁之前在不同年龄段父母离世对保费厘定的影响以及在孩子成长区间内死亡的厘定,将孩子的成长分阶段进行分析,在不同时间段死亡变化带来的保费厘定影响。

Single-parent family has grown to become three outside of the third kind of family pattern, husband and wife, the family face life with the effects of the risk and the risk is much higher than other family pattern, risk event, can cause a certain social harmony, therefore, to study how to strengthen the security of this kind of single parent families,has certain social significance. This paper introduced copulas connect to depict the dependent relationship between family members, as well as the stochastic interest rate of the insurance products designed by Wiener process modeling, analysis at different ages before children under 18 parents who influence on premium set and death in the child grow up interval set, the child＇s growth phases were analyzed, and the impact of premium set in different times change.