| 实时定期人寿保险的破产模型及破产概率的计算 |
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| 引用本文： | 沈贤龙,万中,尹伟,梁文冬.实时定期人寿保险的破产模型及破产概率的计算[J].经济数学,2009,26(3):8-13. |
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| 作者姓名： | 沈贤龙 万中 尹伟 梁文冬 |
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| 作者单位： | 中南大学,数学科学与计算技术学院,湖南,长沙,410083 |
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| 基金项目： | 教育部新世纪优秀人才支持计划，国家自然科学基金 |
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| 摘 要： | 研究定期人寿保险中破产风险问题。建立了该类问题的数学模型，并分析其结构特征，推导破产概率的计算公式，并设计其计算方法。同以往模型相比，新模型的建立考虑了初始准备金的利息积累和任何时刻的新投保人的加入，采用了新的分组方式。这种新模型更加真实地刻画了实际过程，保证了传统模型中常用的某些假设得到了满足。
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| 关 键 词： | 定期人寿保险 破产风险 概率计算 准备金 |
REALTIME MODEL FOR BANKRUPTCY PROCEDURE IN TERM LIFE INSURANCE AND COMPUTATION OF BANKRUPTCY PROBABILITY |
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| SHENG Xian-long,WAN Zhong,YIN Wei,LIANG Wen-dong.REALTIME MODEL FOR BANKRUPTCY PROCEDURE IN TERM LIFE INSURANCE AND COMPUTATION OF BANKRUPTCY PROBABILITY[J].Mathematics in Economics,2009,26(3):8-13. |
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| Authors: | SHENG Xian-long WAN Zhong YIN Wei LIANG Wen-dong |
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| Institution: | ( School of Mathematics Sciences and Computational Technology,Central South University, Changsha,Hunan 410083) |
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| Abstract: | This paper studyied a class of bankruptcy risk problems in term life insurance. We construc-ted a realtime model for this kind of real problems, analyzed the structural features of this model, obtained the formula for calculating the bankruptcy probability, and designed its computational method. Compared with the existing models,some important aspects were taken into consideration in the new formulation, such as the accumulating interest of initial reserve, the entry of new customers at any time, and the design of new grouping fashion. Since the new model more realistically describes the practical process, some assumptions in the conventional models are easily satisfied. |
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| Keywords: | term life insurance bankruptcy risk probability computation reserve |
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