| 脆弱条件下的死亡人寿保险精算模型 |
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| 引用本文： | 施继忠,何平.脆弱条件下的死亡人寿保险精算模型[J].西南民族学院学报(自然科学版),2006,32(5):899-901. |
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| 作者姓名： | 施继忠 何平 |
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| 作者单位： | 西南交通大学数学系,四川,成都,610031 西南交通大学数学系,四川,成都,610031 |
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| 摘 要： | 影响个体生存函数的因素有两大类:可观测因素和不可观测因素.在寿险精算学中,为了方便起见,各种模型的运算只考虑可观测因素,而忽视了不可观测因素,因此而建立起来的各种模型难免存在一些偏差,本文就是在把脆弱性也考虑在内的前提下来重新建立各种寿险模型.
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| 关 键 词： | 脆弱性 寿险精算模型 正向稳态脆弱分布 |
| 文章编号： | 1003-2843(2006)05-0899-03 |
| 修稿时间： | 2006年4月4日 |
Actuarial models of lifetime insurance under frailty condition |
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| SHI Ji-zhong,HE Ping.Actuarial models of lifetime insurance under frailty condition[J].Journal of Southwest Nationalities College(Natural Science Edition),2006,32(5):899-901. |
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| Authors: | SHI Ji-zhong HE Ping |
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| Abstract: | There are two factors that affect individual survival function: one observed and the other unobserved.In the study of lifetime insurance actuarial various kinds of computation of models just consider the first factor while ignoring the other for convenience,thus some deviation of models haing been constructed is unavoidable.This essay reconstructs all kinds of lifetime insurance models in the premise of frailty within the consideration. |
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| Keywords: | frailty actuarial model of lifetime insurance positive stable frailty distrution |
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