| 一类联合两全保险模型的准备金计算方法 |
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| 引用本文： | 金艳,洪义成,孙婷婷,姜今锡.一类联合两全保险模型的准备金计算方法[J].延边大学理工学报,2016,0(4):281-288. |
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| 作者姓名： | 金艳 洪义成 孙婷婷 姜今锡 |
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| 作者单位： | 1.延边大学附属医院(延边医院), 吉林 延吉 133000; 2.延边大学理学院 数学系, 吉林 延吉 133002 |
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| 摘 要： | 在文献11]研究的基础上,研究了一个随机利率下由终身寿险、养老保险和储蓄还本组成的可调整保险金额的家庭型联合保险双随机模型,讨论了此类模型的净准备金的计算方法,并基于实证分析探讨了此类保险的风险评估问题.本文结果对随机利率下研究责任准备金计算问题具有一定的参考价值.
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| 关 键 词： | 随机利率 准备金 利率风险 家庭型联合保险 |
The calculation method of reserves for a kind of Combined insurance model |
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| JIN Yan,HONG Yicheng,SUN Tingting,JIANG Jinxi.The calculation method of reserves for a kind of Combined insurance model[J].Journal of Yanbian University (Natural Science),2016,0(4):281-288. |
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| Authors: | JIN Yan HONG Yicheng SUN Tingting JIANG Jinxi |
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| Affiliation: | 1.Affiliated Hospital of Yanbian University(Yanbian Hospital), Yanji 133000, China; 2.Department of Mathematics, College of Science, Yanbian University, Yanji 133002, China |
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| Abstract: | In this paper, we studied a class of adjustable insurance amount home-based combined insurance double stochastic model by whole life insurance, pension insurance and savings payback part under stochastic interest rate function. And on this basis, we discussed the method of calculating net reserves of such models, and we given the appropriate formula. At the same time, we verified the validity of this method based on empirical analysis. These research will have some reference for further discussing problems of reserve calculation under stochastic interest rate. |
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| Keywords: | stochastic interest rate reserve rick of interest rate home-based combined insurance |
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