| 寿险系统研究的数学模型 |
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| 引用本文： | 刘裔宏,张鸿雁.寿险系统研究的数学模型[J].中南大学学报(自然科学版),1993(4). |
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| 作者姓名： | 刘裔宏 张鸿雁 |
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| 作者单位： | 中南工业大学应用数学力学系，中南工业大学应用数学力学系 长沙，410083，长沙，410083 |
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| 基金项目： | Project supported by The National Natural Science Foundation of China |
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| 摘 要： | 人寿保险系统是一种特定的经济机制,它对生命偶然事件发生所致的损失可得以减免。本文以保险统计数学的发展历史为背景,依层次地论述了寿险系统研究的三类数学模型:(1)古典确定性模型;(2)风险性模型;(3)概率性模型。同时分析了模型研究和开发的现状。这些模型在中国寿险经营运作中将起重要作用,并可为中国寿险建模提供参考。
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| 关 键 词： | 人寿保险 风险理论 收支等价原则 马尔可夫过程 |
MATHEMATICAL MODELS IN THE RESEARCHES OF LIFE INSURANCE SYSTEMS |
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| Liu Yihong,Zhang Hongyan.MATHEMATICAL MODELS IN THE RESEARCHES OF LIFE INSURANCE SYSTEMS[J].Journal of Central South University:Science and Technology,1993(4). |
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| Authors: | Liu Yihong Zhang Hongyan |
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| Institution: | Liu Yihong,Zhang Hongyan Department of Applied Mathematics and Mechanics,Central South University of Technology,Changsha,410083,China |
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| Abstract: | Life insurance system is a mechanism for reducing the financial impact of fhe random events of untimelydeath. Based on the historical development of actuarial mathematics, this paper gives a survey of the follow-ing three mathematical models in the researches for life insurance system: (a) the classical deterministic mod-el, (b) the risk model, (c) the probabilistic model. Moreover, the present situation and the future of themodel researches are described in this paper. These models will play a major role in Chinese life insurance sys-tem operations. |
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| Keywords: | life insurance risk theory equivalence principle Markov process |
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