本文選題：衰減模型　切入點：精算現(xiàn)值　出處：《廣州大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：在傳統(tǒng)的壽險模型中，被保險人是否仍在保險范圍內(nèi)，由其剩余壽命唯一決定，即在保險合同期內(nèi)，被保險人只可能因為死亡風險而退出保險，而不考慮其他中途退出保險的可能。但在實際中，除了死亡風險外，被保險人還受到很多其他風險的影響，比如，被保險人因為傷殘、失業(yè)、失蹤等其他原因?qū)е聼o法按時繳費而造成的保險終止，被保險人還可能因為其他原因主動退保也導(dǎo)致保單終止等。因此，研究多元衰減原因下的壽險模型更具有實用意義。然而，在傳統(tǒng)的壽險精算教科書中對多減因模型均假定各個衰減原因是相互獨立的，因為這樣處理便于模型的推導(dǎo)和有關(guān)衰減概率的計算。但在實際生活中，各衰減變量之間常存在相依性，例如，個體如果發(fā)生死亡就不可能發(fā)生傷殘，個體如果發(fā)生傷殘有可能加速死亡等。本論文主要研究了單個個體在相依衰減原因作用下的衰減模型，以及在這個衰減模型下的精算現(xiàn)值等問題。還進一步研究了雙重生命在相依衰減原因下的衰減模型，以及在這個衰減模型下的精算現(xiàn)值。本論文結(jié)構(gòu)如下： 第一章介紹本論文的選題背景和意義，以及國內(nèi)外研究現(xiàn)狀。 第二章預(yù)備知識，包括Copula函數(shù)的概念、性質(zhì)和相關(guān)測度。 第三章通過Copula函數(shù)建立了單生命個體在n個相依減因作用下的衰減模型，并求得此衰減模型中個體的精算現(xiàn)值. 第四章主要研究了雙重生命個體在n個相依減因作用下的生存概率，并給出與其相應(yīng)的精算現(xiàn)值的計算公式. 第五章總結(jié)了本論文的研究成果和意義，，并指出了今后的研究方向。
[Abstract]:In the traditional life insurance model, whether the insured is still within the scope of insurance is only decided by his residual life, that is, during the life of the insurance contract, the insured can only withdraw from the insurance because of the risk of death. But in practice, in addition to the risk of death, the insured is also affected by many other risks, such as the insured's disability and unemployment, Other reasons, such as missing, lead to the termination of insurance due to the failure to pay on time. The insured may also take the initiative to withdraw the insurance for other reasons and also lead to the termination of the policy, etc. Therefore, It is more practical to study the life insurance model with multiple attenuation causes. However, in the traditional life insurance actuarial textbooks, it is assumed that each attenuation cause is independent of each other. Because this process facilitates the derivation of the model and the calculation of the attenuation probability. But in real life, there are often dependencies among the attenuation variables, for example, if an individual dies, it is not possible to be disabled. In this paper, we mainly study the attenuation model of individual under the action of dependent attenuation. And the actuarial present value under this attenuation model. The decay model of double life under the cause of dependent attenuation and the actuarial present value under this attenuation model are also studied. The structure of this paper is as follows:. The first chapter introduces the background and significance of this paper, as well as the current research situation at home and abroad. The second chapter is a preliminary knowledge, including the concept of Copula function, properties and related measures. In chapter 3, the attenuation model of single life individuals under the action of n dependent subtractive factors is established by Copula function, and the actuarial present value of individuals in this attenuation model is obtained. Chapter 4th mainly studies the survival probability of double living individuals under the action of n dependent subtractive factors and gives the calculation formula of the corresponding actuarial present value. Chapter 5th summarizes the research results and significance of this paper, and points out the future research direction.
【學(xué)位授予單位】：廣州大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F840.62;F224

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