一类随机利率下的增额寿险

寿险中的利率随机问题，是近来保险精算研究的热点和重点问题之一。本以即时给付的一类增额寿险为对象，对随机利率采用Gauss过程建模，研究给付现值及其各阶矩。     

随机利率下的增额寿险

寿险中的利率随机性问题，是近年来保险精算研完的热点之一，本文以即时给付的毒额寿险为对象，对随机利率采用Gauss过程建模，研究给付现值及其各阶矩，并在死亡均匀分布假设下得到矩的简洁表达式。     

基于ARMA(p,q)利息力生存年金精算现值模型

企业年金是养老保险体系的重要组成部分,其定价的合理性正受到越来越多的关注.主要是基于一般的ARM A(p,q)模型得到了随机利率下生存年金的精算现值模型,分别给出了年金给付的一阶矩和二阶矩,这对年金保险的合理收费和避免收不抵支情况的出现具有重要的指导意义.     

一类随机利率下的增额寿险模型

对寿险中的利率随机性问题的研究是近几年来保险精算研究的热点和重点问题之一。本文以即时给付的一类增额寿险为对象,考虑到突发事件对利率的影响,对随机利率采用Gauss过程与Poisson过程联合建模,给出即时给付的增额寿险的给付现值的各阶矩,并在一些特殊条件下给出矩的简洁表达式。     

应对长寿风险的分红年金:随机精算建模与应用

我国的商业养老保险作为养老金体系的重要组成部分,在实践中的发展比较缓慢,原因之一是保险公司缺乏长寿风险管理的经验。本文将探索我国商业养老保险使用分红年金管理长寿风险的可行性。研究该分红年金在给付规则和分红来源方面的特征,并基于实际数据,构建动态随机死亡率模型和随机收益率模型,采用蒙特卡洛随机模拟方法,比较分红年金和传统年金在待遇分布、资产和损失分布、破产概率等方面的特征,得出分红年金能够在精算公平原则下有效应对长寿风险,并且在待遇给付、偿付能力和盈利能力方面具有明显优势的结论。     

一类养老金精算成本模型

本文建立了一类养老金精算成本模型．该模型的基本思想是，当雇员加入养老金计划之后，与雇员的未来服务年限有关的养老金利益的精算现值由雇主（或雇主与雇员一起）用拨款的形式缴清，而与雇员在参加养老金计划之前的过去服务年限有关的养老金利益则另行处理．所以称该模型为应计利益精算成本模型．     

车险费率厘定精算技术的研究与应用评述

精算技术为中国车险市场费率改革提供必要支持,可以确保费率厘定的科学性与合理性。首先,本文系统梳理了车险分类风险费率厘定精算统计模型的发展历程,并回顾参数估计方法。其次,论述了车险个体风险费率厘定的精算模型与方法,并重点评述了信度理论与奖惩系统的研究。进而,归纳出车险费率厘定精算统计模型的研究热点与发展方向。最后,指明现有研究对中国车险费率厘定精算方法的启示,并提出相关建议。     

机关事业单位基本养老保险的精算应计负债

通过养老金测算的平行四边形框架建立养老保险的精算模型应计负债,测算机关事业单位基本养老保险在2015年初的精算应计负债.提高退休年龄、利率、缴费率和工资增长率都会降低精算应计负债,退休年龄的影响非常强,利率的影响也很强.提高养老金增长率、工龄工资增长率和同年度养老金随年龄增长率都会增加精算应计负债,养老金增长率的影响很强.为控制机关事业单位基本养老保险精算应计负债,可适时适度提高退休年龄,创造条件提高投资收益率,通过全社会创新提高社会生产力来提高工资增长率,与此同时可降低缴费率.     

模糊随机环境下的连续型变额生命年金

采用模糊随机理论,构建连续支付型变额生命年金模型.假定利率为三角模糊数,死亡率为随机变量.结合精算理论,给出了连续支付型变额生命年金精算现值的期望、方差以及分布函数和分位数的模糊表达式.最后,通过实证分析计算出一个在养老保险中常见的生命年金的相关值,验证模型的可行性.     

基本养老保险的定量分析

从宏观经济的动态观点,提出了多层次的养老金给付体系,有效地克服了传统给付模型的不足.     

RECENT PROGRESS ON SPHERICAL HARMONIC APPROXIMATION MADE BY BNU RESEARCH GROUP ——In memory of Professor Sun Yongsheng

As early as in 1990, Professor Sun Yongsheng, suggested his students at Beijing Normal University to consider research problems on the unit sphere. Under his guidance and encouragement his students started the research on spherical harmonic analysis and approximation. In this paper, we incompletely introduce the main achievements in this area obtained by our group and relative researchers during recent 5 years （2001-2005）. The main topics are： convergence of Cesaro summability, a.e. and strong summability of Fourier-Laplace series; smoothness and K-functionals; Kolmogorov and linear widths.     

A unified approach to certain problems of best local approximation

In this paper we study best local quasi-rational approximation and best local approximation from finite dimensional subspaces of vectorial functions of several variables. Our approach extends and unifies several problems concerning best local multi-point approximation in different norms.     

Boundedness for commutators of multipliers on Hardy type spaces

In this paper, we study the commutators generalized by multipliers and a BMO function. Under some assumptions, we establish its boundedness properties from certain atomic Hardy space Hb^p（R^n） into the Lebesgue space L^p with p 〈 1.     

THE 8~(th) INTERNATIONAL CONGRESS ON INDUSTRIAL AND APPLIED MATHEMATICS

<正>August 10-14,2015Beijing,ChinaThe International Congress on Industrial and Applied Mathematics(ICIAM)is the premier international congress in the field of applied mathematics held every four years under the auspices of the International Council for Industrial and Applied Mathematics.From August 10 to 14,2015,mathematicians,scientists     

Towards Excellence in Science Chinese Academy of Sciences

<正>May 26,2014,Beijing Science is a human enterprise in the pursuit of knowledge.The scientific revolution that occurred in the 17th Century initiated the advances of modern science.The scientific knowledge system created by     

Bounds for the zeros of polynomials

Let P(z)=∑↓j=0↑n ajx^j be a polynomial of degree n. In this paper we prove a more general result which interalia improves upon the bounds of a class of polynomials. We also prove a result which includes some extensions and generalizations of Enestrǒm-Kakeya theorem.     

Boundedness of commutators related to Marcinkiewicz integrals on hardy type spaces

In this paper, the authors study the boundedness of the operator [μΩ, b], the commutator generated by a function b ∈ Lipβ(Rn)(0 ＜β≤ 1) and the Marcinkiewicz integrals μΩ, on the classical Hardy spaces and the Herz-type Hardy spaces in the case Ω∈ Lipα(Sn-1)(0 ＜α≤ 1).     

Jacobi polynomials used to invert the laplace transform

Given the Laplace transform F(s) of a function f(t), we develop a new algorithm to find an approximation to f(t) by the use of the classical Jacobi polynomials. The main contribution of our work is the development of a new and very effective method to determine the coefficients in the finite series expansion that approximation f(t) in terms of Jacobi polynomials. Some numerical examples are illustrated.     

Generalization of the interaction between Haar approximation and polynomial operators to higher order methods

In applications it is useful to compute the local average empirical statistics on u. A very simple relation exists when of a function f（u） of an input u from the local averages are given by a Haar approximation. The question is to know if it holds for higher order approximation methods. To do so, it is necessary to use approximate product operators defined over linear approximation spaces. These products are characterized by a Strang and Fix like condition. An explicit construction of these product operators is exhibited for piecewise polynomial functions, using Hermite interpolation. The averaging relation which holds for the Haar approximation is then recovered when the product is defined by a two point Hermite interpolation.