多利率下的寿险费率测算模型  

The Calculation Model for Life Insurance Rates under Multiple Interest Rates

作　　者：王波[1] 

机构地区：[1]浙江广播电视大学工商学院,浙江宁波315016

出　　处：《经济数学》2013年第2期73-77,共5页Journal of Quantitative Economics

摘　　要：为了能够在多利率条件下测算人寿保险的费率,本文建立了一个线性规划模型.根据该模型,能够合理安排保费资金的投资期限以达到最大的保险利益,从而为费率和红利的测算提供了依据.列出了两个典型寿险产品的计算数据,结果表明,寿险费率的测算主要取决于长期利率.对于储蓄型寿险,资金的运用应该以长期投资为主,分红水平可以由长期利率与预定利率之差来确定.In order to calculate the life insurance rates under multiple interest rates,a linear programming model was es-tablished. According to the model, we can arrange the investment term of premium funds rationally and achieve the maximum insurance interest, which provides the basis for calculating premium rates and dividend. We list the calculated results of two typical life insurance products, which shows that the calculation of life insurance rates mainly depends on the long-term interest rate. For saving-type life insurance, the funds should be used mainly through long-term investment, and the dividend level can he determined by the difference between the long-term interest rate and the assumed interest rate.

关 键 词：预定利率 多种利率 寿险费率计算 线性规划 

分 类 号：F840[经济管理—保险]