《死亡率和利率对寿险产品纯保费的影响分析论文》-毕业论文.docVIP

湖南大学毕业论文 PAGE II l 死亡率和利率对寿险产品纯保费的影响分析 摘 要 本文的主要目的是探讨死亡率变化和利率波动对寿险产品纯保费的影响。文中考查的寿险产品均为非分红的传统型产品，主要类型为终身寿险、定期型寿险、两全保险、生存年金。 首先，本文以寿险精算数学中的精算平衡原理为基础，构造各类型寿险均衡纯保费的计算公式；并设定一系列的基本假设，使得定价模型在计算复杂程度可接受的范围内，尽可能的更加真实、合理。然后，从男性新、旧生命表对照下的死亡率差异出发，通过定量计算均衡纯保费及其变化比例，分析死亡率变化对寿险纯保费的影响。最后，在设定的利率范围内，考查各类寿险在不同利率水平下的均衡纯保费及其变化比例，来分析利率波动对寿险纯保费的影响。 关键词：均衡纯保费；死亡率；利率 Analysis of the Influence of Mortality and Interest Rate on Net Premium of Life Insurance Abstract The purpose of this thesis is to discuss about the influence on net premium of life insurance products, which is caused by varying of mortality and fluctuation of interest rate. All the products studied in this dissertation are traditional non-participating life insurance, and their main types are whole life insurance, term life insurance, endowment insurance and annuity. Firstly, I construct the calculation formula of net level premium for variety kinds of life insurance, basing on the actuarial equilibrium principal in actuarial mathematics of life insurance. By configuring a series of basic assumptions, the pricing model can be more authentic and reasonable in the acceptable distance of complexity for calculation. Next, basing on the discrepancy of mortality between the old and new male life table, I analyze the influence on net premium caused by varying of mortality, by quantitatively calculating the net level premium and its changing proportion. Finally, in the setting range of interest rate, I analyze the influence on net premium due to the fluctuation of interest rate, by studying the net level premium of respective kinds of life insurance under the diverse interest rates and its varying proportion. Key words: Net level premium; Mortality; Interest rate 目 录 毕业论文原创性声明和毕业论文版权使用授权书 I TOC \o 1-2 \h \z \u HYPERLINK \l _Toc231739927 摘 要 PAGEREF _Toc231739927 \h II HYPERLINK \l _Toc231739928 Abstract PAGEREF _Toc231739928 \h III HYPERLINK \l _Toc231739929 插图索引 PAGEREF _Toc231739929 \h V HYPERLINK \l _Toc231739930 附表索