不确定环境下定期人寿保险的破产概率区间的计算

针对实际问题存在的不确定因素,研究了含不确定参数的定期人寿保险的破产模型,其中死亡率和净年保单数分别用区间数和随机参数刻画.推导了破产概率区间的计算公式,且用泊松分布近似时得到其近似计算方法.该模型的建立既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,并采用了新的分组方式,又考虑了实际问题中的不确定因素,因而能够更加真实地刻画了实际过程,比传统模型更具实用性.

Computation of Interval Probability for Bankruptcy Procedure in Term Life Insurance With Uncertain Environment

In this paper,a new model is constructed by taking uncertain environment into consideration for the bankruptcy risk problems in term life insurance,where the mortality rate is regarded as an interval parameter and the net insurance policy is a random parameter.Formula for computing the interval probability of bankruptcy is obtained,an approximation method owing to Poisson distribution is studied.Since some important aspects have been taken into consideration in the new formulation,such as the accumulating i...