發(fā)布時間：2018-06-20 09:21

  本文選題：隨機利率 + 兩全保險�。� 參考：《延邊大學》2015年碩士論文

【摘要】：隨著我國利率市場化改革進程的不斷推進以及利率波動頻繁等原因,我國壽險公司的產(chǎn)品定價策略等理論和實踐面臨著新的課題和挑戰(zhàn).這是因為傳統(tǒng)的精算理論通常假定利率都是確定的,所以壽險保單的預定利率一旦確定,在其生命周期內(nèi)是不能變化的,但現(xiàn)實中由于壽險是長期性的經(jīng)濟行為,政府的行為、經(jīng)濟環(huán)境的變化等因素都會造成利率的波動.利率的變化會造成壽險保單預定利率和實際利率的偏高,對壽險公司產(chǎn)生重大的影響,因此隨機利率下的壽險精算理論與方法的研究成為近年來研究的重點與熱點問題.考慮到保費的實際投資情況和突發(fā)事件對利率的影響,本文首先通過原點反射Brown運動過程和Poisson過程對保險實務中的利息力隨機性加以描述,其次在此基礎上建立了一類由終身壽險、養(yǎng)老保險和儲蓄還本部分所組成的可調(diào)整保險金額的家庭型聯(lián)合保險雙隨機性模型,并給出了這類保險的年均衡保費的一般計算公式和死亡均勻分布(UDD)假設之下較簡潔的年均衡保費計算公式,并用實例分析的過程驗證了結論的合理性和實用性.這類保險模型對解決壽險公司合理收取保費、進行保險賠付和規(guī)避管理風險都具有重要理論意義和實際應用價值.
[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.
【學位授予單位】：延邊大學
【學位級別】：碩士
【學位授予年份】：2015
【分類號】：F842.3;F224

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本文編號：2043779