本文選題：壽險定價　切入點：隨機(jī)客戶群　出處：《統(tǒng)計與決策》2014年08期

【摘要】：文章以保險公司面對一個隨機(jī)客戶群為假設(shè)條件,對投�？蛻羧哼M(jìn)行復(fù)合泊松過程處理,以終身壽險為例,根據(jù)精算等價原理,討論在全連續(xù)模型和常數(shù)死力、常數(shù)失效力條件的壽險定價方法,并推導(dǎo)躉繳純保費(fèi)和均衡純保費(fèi)的計算公式。
[Abstract]:Based on the assumption that the insurance company faces a random customer group, this paper deals with the complex Poisson process for the insured customer group. Taking the lifetime life insurance as an example, according to the principle of actuarial equivalence, the paper discusses the full continuous model and constant dead force. The life insurance pricing method based on constant failure force condition is presented, and the calculation formulas of net premium and equilibrium pure premium are derived.
【作者單位】： 廣東金融學(xué)院保險研究所;
【分類號】：F840.62;F224

【參考文獻(xiàn)】

相關(guān)期刊論文 前4條

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本文編號：1668164