| 线性规划在寿险精算中的应用 |
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| 引用本文： | 王波. 线性规划在寿险精算中的应用[J]. 数学的实践与认识, 2006, 36(11): 48-53 |
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| 作者姓名： | 王波 |
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| 作者单位： | 浙江广播电视大学工商学院,浙江,宁波,315016 |
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| 摘 要： | 在实际社会中存在着多种多样的利率,为了能够在多种利率条件下测算寿险费率,本文根据收支相等原则建立了一个线性规划模型.基于该模型,我们能够准确计算最大保险利益并以此作为费率测算的依据.与传统的单一年预定利率下的精算方法相比较,该方法更为普遍合理、更加符合实际情况.
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| 关 键 词： | 寿险精算 多种利率 线性规划 |
| 修稿时间： | 2006-06-20 |
Application of Linear Programming to Life Actuarial Science |
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| WANG Bo. Application of Linear Programming to Life Actuarial Science[J]. Mathematics in Practice and Theory, 2006, 36(11): 48-53 |
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| Authors: | WANG Bo |
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| Abstract: | There are various interest rates in our society.In order to calculate the life insurance rate in condition of multiple interest rates,a linear programming model was established according to the principle of equivalence.Based on the model,we can calculate the maximum insurance interest accurately and treat it as the basis of calculating rate.To compare with the traditional actuarial method in condition of single annual interest rate,the method is much more universal,rational and also accords with the actual conditions. |
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| Keywords: | life actuarial science multiple interest rates linear programming |
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