本文選題：隨機(jī)利率 + 兩全保險(xiǎn)�。� 參考：《延邊大學(xué)》2015年碩士論文

【摘要】：隨著我國(guó)利率市場(chǎng)化改革進(jìn)程的不斷推進(jìn)以及利率波動(dòng)頻繁等原因,我國(guó)壽險(xiǎn)公司的產(chǎn)品定價(jià)策略等理論和實(shí)踐面臨著新的課題和挑戰(zhàn).這是因?yàn)閭鹘y(tǒng)的精算理論通常假定利率都是確定的,所以壽險(xiǎn)保單的預(yù)定利率一旦確定,在其生命周期內(nèi)是不能變化的,但現(xiàn)實(shí)中由于壽險(xiǎn)是長(zhǎng)期性的經(jīng)濟(jì)行為,政府的行為、經(jīng)濟(jì)環(huán)境的變化等因素都會(huì)造成利率的波動(dòng).利率的變化會(huì)造成壽險(xiǎn)保單預(yù)定利率和實(shí)際利率的偏高,對(duì)壽險(xiǎn)公司產(chǎn)生重大的影響,因此隨機(jī)利率下的壽險(xiǎn)精算理論與方法的研究成為近年來研究的重點(diǎn)與熱點(diǎn)問題.考慮到保費(fèi)的實(shí)際投資情況和突發(fā)事件對(duì)利率的影響,本文首先通過原點(diǎn)反射Brown運(yùn)動(dòng)過程和Poisson過程對(duì)保險(xiǎn)實(shí)務(wù)中的利息力隨機(jī)性加以描述,其次在此基礎(chǔ)上建立了一類由終身壽險(xiǎn)、養(yǎng)老保險(xiǎn)和儲(chǔ)蓄還本部分所組成的可調(diào)整保險(xiǎn)金額的家庭型聯(lián)合保險(xiǎn)雙隨機(jī)性模型,并給出了這類保險(xiǎn)的年均衡保費(fèi)的一般計(jì)算公式和死亡均勻分布(UDD)假設(shè)之下較簡(jiǎn)潔的年均衡保費(fèi)計(jì)算公式,并用實(shí)例分析的過程驗(yàn)證了結(jié)論的合理性和實(shí)用性.這類保險(xiǎn)模型對(duì)解決壽險(xiǎn)公司合理收取保費(fèi)、進(jìn)行保險(xiǎn)賠付和規(guī)避管理風(fēng)險(xiǎn)都具有重要理論意義和實(shí)際應(yīng)用價(jià)值.
[Abstract]:With the development of interest rate marketization reform and the frequent fluctuation of interest rate, the theory and practice of product pricing strategy of life insurance companies in China are facing new problems and challenges. This is because the traditional actuarial theory usually assumes that the interest rate is fixed, so once the predetermined interest rate of the life insurance policy is determined, it will not change in its life cycle. But in reality, because life insurance is a long-term economic act, the government's behavior. Changes in the economic environment and other factors will cause fluctuations in interest rates. The change of interest rate will lead to the higher predefined and real interest rates of life insurance policies, which will have a great impact on life insurance companies. Therefore, the study of life insurance actuarial theory and methods under stochastic interest rate has become the focus and hot issue in recent years. Considering the actual investment of premium and the influence of unexpected events on interest rate, this paper firstly describes the randomness of interest force in insurance practice by reflecting the Brownian motion process and Poisson process of origin. Secondly, a double random model of family combined insurance is established, which is composed of life insurance, pension insurance and savings repayment. The general formula for calculating the annual equilibrium premium of this kind of insurance and the simple formula for calculating the annual equilibrium premium under the assumption of uniform distribution of death are given. The rationality and practicability of the conclusion are verified by an example analysis. This kind of insurance model has important theoretical significance and practical application value in solving the problem of reasonable collection of insurance premium, insurance indemnity and avoiding management risk of life insurance companies.
【學(xué)位授予單位】：延邊大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2015
【分類號(hào)】：F842.3;F224

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本文編號(hào)：2043779