人寿保险中的最优缴费模型

A Optimal Model in Life Insurance

精算数学中 ,将自然保费制转化为现今的均衡保费制 ,精算师并未考虑投保人的最优缴费策略 .本文采用最优化方法对定期寿险保单的缴费方式进行了分析 .得出 ,当精算师计算保费的利息与“银行储蓄利率”相等时 ,均衡收缴保费是保险人的最优策略 ,否则应分别采用递增或递减缴费策略 .

In Actuarial Mathematics, the actuaries didn′t consider the policyholder′s optimal premium stratagem, as they transformed the natural premium systems into the level premium systems. In this paper, by analyzing the payment method of the term insurance policy with optimal method, the authors carry out that the level premium system is the optimal stratagem for policyholders when the interest of premium valuation is equal to the depositing interest of bank, otherwise, increasing or decreasing premium stratagem should be adopted.