| 考虑通货膨胀和退保情形的总保费精算模型 |
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| 引用本文： | 贺明田,王传玉,安琪.考虑通货膨胀和退保情形的总保费精算模型[J].南通工学院学报(自然科学版),2011(4):72-78. |
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| 作者姓名： | 贺明田 王传玉 安琪 |
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| 作者单位： | 安徽工程大学数理学院,安徽芜湖241000 |
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| 基金项目： | 安徽省自然科学基金项目（090416225） |
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| 摘 要： | 为使寿险公司能根据实际情况及时合理地调整保费价格,在改进的传统总保费精算方法的基础上,给出了在随机利率模型和随机死亡率模型上定价净保费的方法,同时在考虑通货膨胀和退保情形的前提下尽可能地把寿险公司所涉及的费用都作独立的随机变量纳入寿险总保费的计算中,并给出了计算总保费的公式.数值算例表明了该法的可行性.
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| 关 键 词： | 保费 退保 通货膨胀 随机利率模型 随机死亡率模型 |
Gross Premium Actuarial Models Include Inflation and Surrender Situation |
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| Authors: | HE Ming-tian WANG Chuan-yu An qi |
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| Institution: | (College of Math ＆ Phy,Anhui Polytechnic University,Wuhu 241000,China) |
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| Abstract: | In order to enable the life insurance company to act in accordance with to the actual situation prompt reasonable adjustment insurance premium price,based on the improved traditional gross premium calculation method foundation,the article presents a method of net premium pricing under mortality and interest rates,both of which are stochastic,in gross premium calculation,inflation and surrender factors are considered as independent random variables.This paper gives a formula to calculate the gross premium. |
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| Keywords: | premium surrender factors inflation stochastic interest rate models stochastic mortality models |
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