| 基于随机因素和家庭联合保险精算模型 |
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| 引用本文： | 赵丽霞.基于随机因素和家庭联合保险精算模型[J].太原师范学院学报(自然科学版),2012(4):53-55. |
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| 作者姓名： | 赵丽霞 |
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| 作者单位： | 山西大学商务学院 |
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| 基金项目： | 山西大学商务学院院科研基金项目(2012018) |
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| 摘 要： | 文章摒弃精算理论对于夫妻双方未来寿命的独立性假设，采用Copula函数模拟死亡率，并选用Wiener过程刻画利率期限结构，进而建立了一种家庭联合保险的随机模型．并在分数年龄服从均匀分布的假设下，借助生命表中的基本函数，给出了在实务上具有可操作性的数值计算方法．
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| 关 键 词： | 保险定价 精算模型 随机利率 纯保费 |
Actuarial Model for Family Combined Insurance under Stochastic Factor |
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| Zhao Lixia.Actuarial Model for Family Combined Insurance under Stochastic Factor[J].Journal of Taiyuan Normal University:Natural Science Edition,2012(4):53-55. |
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| Authors: | Zhao Lixia |
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| Institution: | Zhao Lixia(Shanxi University Business College,Taiyuan 030031,China) |
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| Abstract: | By abandoning the hypothesis that the remaining lifetimes of both individuals are independent,we simulate mortality rate through copula function,and describe the term structure of interest rate with Wiener process. Based on which,a stochastic model for family combined insurance is designed. Then, on the condition that the death happens uniformly in fraction age, the operational numerical methods are given by using the basic functions in the life table. |
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| Keywords: | insurance pricing actuarial model stochastic interest rate |
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