家庭联合年金设计及精算模型  

Design and Actuarial Model of Household Joint Annuity

作　　者：李玉水[1] 陈丽 

机构地区：[1]福建江夏学院金融学院,福建福州350108 [2]天安财产保险股份有限公司,福建莆田351100

出　　处：《福建金融管理干部学院学报》2017年第4期19-24,共6页Journal of Fujian Institute of Financial Administrators

摘　　要：随着我国二胎政策的实施,许多家庭即将由原先的"三口之家"转变成"四口之家"。根据这种"四口之家"对保险的需求,设计了一款家庭联合年金,并利用了Copula函数处理联合年金中被保险人的相依关系,采用Wiener过程建立模型来解决利率随机性的问题,使保费的定价更加精确,最后通过实例分析来验证被保险人之间的相依关系和随机利率对保费定价的影响。With the implementation of the two-child policy in our country,many families soon by original"a family of three"into"a family of four".In this paper,according to the"family of four,"the demand for insurance,designed a family combined annuity.This paper used the processing family combined annuity copula connect function of the dependent relationship of insurant,Wiener process is adopted to establish the model to solve the problem of random interest rate,make the premium pricing more accurate.At the end of the paper,an application example is given to validate the dependency relationship of the insured and the random interest rate have an impact on the premium pricing.

关 键 词：家庭联合年金 连接函数 精算现值 均衡保費 

分 类 号：F840.62[经济管理—保险]