| 一种分阶段生存模型的均衡保费计算 |
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| 引用本文： | 雷怡林,吴贤毅,王静龙. 一种分阶段生存模型的均衡保费计算[J]. 华东师范大学学报(自然科学版), 2001, 1(1): 9-15 |
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| 作者姓名： | 雷怡林 吴贤毅 王静龙 |
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| 作者单位： | 华东师范大学 统计系,上海 200062;华东师范大学 统计系,上海 200062;华东师范大学 统计系,上海 200062 |
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| 基金项目： | 国家自然科学基金资助项目 !(1 9831 0 2 0 ) |
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| 摘 要： | 分阶段生存模型的均衡保费计算。该模型设人除了生存与死亡两状态外,还有半自理状态,不能自理状态。假设人只能从前一状态转移到下一状态,下到死亡,中间不能跳跃逆转,且各状态间存活的时间相互独立,各状态间转移及死亡在一年中均匀发生。在此模型下该文给出了计算均衡保费的方法。
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| 关 键 词： | 分阶段生存模型 死亡力 剩余期望寿命 |
| 文章编号： | 1000-5641(2001)01-0009-07 |
Calculating the Premium of the Multi-stage Survival Model |
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| LEI Yi lin,WU Xian yi,WANG Jing long. Calculating the Premium of the Multi-stage Survival Model[J]. Journal of East China Normal University(Natural Science), 2001, 1(1): 9-15 |
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| Authors: | LEI Yi lin WU Xian yi WANG Jing long |
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| Abstract: | This paper studies a multistage survival model. This model assumes that men have three stages before they die. The three stages are health stage, half cared by himself stage, cared by others stage respectively. People must pass these stages one by one, Stages are mutually independent and every year the death or the change of each stage are uniform distribution. Then we calculate how much money an aged man should pay under each stage to insurance that he can get help by others while he isn't healthy. |
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| Keywords: | multistage survival model force of mortality expected future lifetime |
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