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定期人寿保险的破产概率和调节系数
引用本文:刘洋,王永茂. 定期人寿保险的破产概率和调节系数[J]. 辽宁工程技术大学学报(自然科学版), 2012, 0(2): 268-271
作者姓名:刘洋  王永茂
作者单位:燕山大学理学院,河北秦皇岛066004
基金项目:河北省教育厅基金资助项目(Z2008136)
摘    要:为了研究定期人寿保险中破产风险的问题,设计出一种T年期的定期人寿保险的险种.因为每个被保险人的死亡概率与年龄的大小密切相关,所以对所有的被保险人按照年龄进行分组,通过研究每个小组的破产模型,计算出破产概率,从而推导出破产模型的总破产概率.通过对风险破产理论知识的灵活运用,计算出本模型的调节系数,最后得到一个破产概率的上界.对于保险公司设计相应的财务预警系统,以及保险监管部门设计某些监管指标系统等问题有直接的参考和指导作用.

关 键 词:定期人寿保险  破产模型  破产概率  准备金  附加保费  盈余  调节系数  上界

Ruin probability and accommodation coefficient of term life insurance
LIU Yang,WANG Yongmao. Ruin probability and accommodation coefficient of term life insurance[J]. Journal of Liaoning Technical University (Natural Science Edition), 2012, 0(2): 268-271
Authors:LIU Yang  WANG Yongmao
Affiliation:(College of Science,Yanshan University,Qinhuangdao 066004,China)
Abstract:In order to study the bankruptcy risk in term life insurance,this study has developed a T-year term life insurance product.Because the death probability of each insured person is closely related with one’s age,all the insured persons are grouped according to their age.According to the study of each group’s bankruptcy model,the ruin probability is calculated and the ruin probability of the ruin model is derived.Also,through the application of the knowledge and theory on the bankruptcy risk,the model adjustment coefficient and the upper bound of ruin probability are obtained.These are useful for insurance company to design a corresponding financial early-warning system.They can be referenced for insurance supervision department in designing some regulatory index systems.
Keywords:term life insurance  ruin model  ruin probability  reserve  additional premium  surplus  accommodation coefficient  upper bound
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