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我国寿险业粗死亡率的实证研究 被引量:1

The Experimental Analysis of Crude Death Rate of Insurance Industry of China
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摘要 The paper conducts experimental study of crude death rate of insurance industry by using turning-point-having Logistic Model. The paper conducts experimental study of crude death rate of insurance industry by using turning-point-having Logistic Model.
机构地区 厦门大学
出处 《统计研究》 CSSCI 北大核心 2004年第4期52-54,共3页 Statistical Research
基金 国家社科基金课题 (0 3AJY0 0 8) 厦门大学校级课题的成果之一
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参考文献3

  • 1Hinkley, D. V. (1970), ''Inference about the Change-Point in a Sequence of RandomVariables,'' Biometrika, 57, pp. 1- 17.
  • 2Hinkley, D. V. and Hinkley, E. V. (1970). ''Inference about the Change-Point in a Sequence of Binomial Variables, ''Biometrika ,57, pp. 477 - 488.
  • 3London, D. (1985), Graduation: The Revision of Estimates,Actex, Connecticut.

共引文献1

同被引文献9

  • 1刘建强.缺口管理在寿险公司资产负债管理中的应用[J].经济论坛,2004(21):100-102. 被引量:2
  • 2[美]滋维·博迪著,朱宝宪,吴洪,赵冬青译.投资学[M].北京:机械工业出版社,2002,(第二版).
  • 3Dr David Laster,Asset-Liability Management For Insurers [J]. Sigma,2006, (6).
  • 4A. G. Macdondald, A. G. Cairns, P. L. Miller. International Comparison of Recent Trends in Population Mortality.British Actuarial Journal,4,part 1 ,no. 16,April 1998.
  • 5Andrew J. G. Cairns, Pricing Frameworks for Securitization of Mortality Risk www. ma. hw. ac. uk/- andrewc/pa- pers/ajgc38, pdf.
  • 6Lin, Y. and S. H. Cox (2005). Securitization of mortality risks in life annuities. Journal of Risk and Insurance 72 (2) ,227 -252.
  • 7G. O. Bierwag & Chuksoon Khang( 1979), An Immunization Strategy Is A Minmax Strategy, The Journal of Finance. Vol. 34. No. 2.
  • 8Seshadri S, Khanna A, Harche F, A model for strategic asset-liability,management with an application to the Federal Home Loan Bank of New York [ J ]. Operation Research, 1999,47 (3) :345 - 360.
  • 9李秀芳,关凌.论资产负债管理技术指导下的寿险产品战略[J].南开经济研究,2001(4):58-63. 被引量:3

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