半连续终身寿险风险的渐近性态  

Approximate Estimation of Risk in Semi-continuous Whole Life Insurance

作　　者：杨蕾[1] 康静文 戴红雨 吴秋月[1] YANG Lei;KANG Jing-wen;DAI Hong-yu;WU Qiu-yue(School of Mathematical Sciences,Anhui University,Hefei 230000,China)

机构地区：[1]安徽大学数学科学学院,合肥230601

出　　处：《大学数学》2018年第6期107-111,共5页College Mathematics

基　　金：安徽大学大学生创新创业训练计划项目(201710357002)

摘　　要：随着我国寿险行业的迅猛发展,寿险产品的风险评估在保险业备受重视.为得到半连续终身寿险产品风险的估计式,文中基于传统的精算理论知识和死亡均匀分布假设,讨论了半连续净均衡纯保费的厘定,并得到在利率趋于零时准备金风险的简化表达式.最后通过算例证实了结论的准确性和可扩展性,为人寿保险金的评估提供了实用且有效的方法.With the rapid development of the China’s life insurance industry,the risk assessment of life insurance products has caught plenty attention from the insurance industry.To estimate risk in semi-continuous whole life insurance products,based on traditional life insurance theory and Uniform Distribution of Deaths,this study discusses the estimation of semi-continuous balanced pure premium,and obtains a simplified expression of risk of reserve when interest rates tends to 0.Finally,the accuracy and extensibility of the conclusion are confirmed by the example,which provides a practical and effective method to estimate life insurance.

关 键 词：半连续终身寿险 均衡纯保费 死亡均匀分布假设 责任准备金 风险 

分 类 号：F840.6[经济管理—保险]