寿险建表随机系统的决策分析  

Decisien Analysis On stochastic System In Constructing Insurance Life Table

作　　者：魏力仁[1] 刘裔宏[2] 

机构地区：[1]湖南师范大学 [2]中南工业大学

出　　处：《系统工程》1993年第2期17-25,共9页Systems Engineering

基　　金：国家自然科学基金

摘　　要：本文是随机系统决策分析方法在寿险建表中的一个应用。根据实地考察抽样,讨论了寿险死亡概率的估计问题;利用Bayse分析,给出了死亡概率的分布转移方程。据此,首次建立了以互信息量为目标函数、以先验分布为策略的构建寿险生命表的决策系统。一般采用人口生命表来计算寿险支付,常不符合实际。因此,本文结果对寿险决策有一定的参考价值。This paper deals with an application on the decision analysis method of stochastic system in constructing insurance life table. The estimation problem of the death probability of life insurance is discussed from sampling on the spot investigation. The distribution transition equation of the death probability is given by using Bayes analysis. In view above, the decision. system in Constructing insurance lrfe table, taking the mutual information as an objective function and taking the Prior distribution as a strategy, is Presented first time. There were not special life tables in life insurance. Instead, the population life table are used to Compute life insurance payment. In that way it doen't usually conform to reality. Our works are valuable tot reference to the life insurance decision. This project supported by National Natural Science Foundation of China.

关 键 词：生命表 随机决策系统 人寿保险 

分 类 号：F840.62[经济管理—保险]