硕士论文-寿险精算模型与案例分析.docVIP

毕南理工大学砂 华南理工大学 硕士学位 寿险精算模型力 姓名：谢 论文 吞案例分析 菁华 申请学位级别：硕士 专业：应月 弓数学 指导教师：刘深泉Abstract This paper mainly talks about the actuary model in life insurance .It introduces and studies the different actuary models of insurance contracts ,In this paper, according to the different types of the actuary models，we will detail the development history of life insurance and actuary model. Firstly，we will classify life insurance under two topics ： traditional life insurance and new life insurance. Traditional life insurance emphasis on support， such as life support and annuity support. The representations of this life insurance are insurance and annuity, which values are decided by interest and mortality. New life insurance emphasis not only on support but also on investment, which is represented by Equity-linked life insurance and participating (or with profits) policy. The differences between tradition life insurance and new life insurance are risk and benefit. New life insurance not only disperse risk from insurance company into police holder, which decrease insurance companys risk and loss, but also provide police holder a new path to invest, which give them more bonus. Secondly, classify by the different application methods of life insurance actuary model, the evolution of the model is follow with the evolution of the insurance contract .For tradition life insurance, the initial stages of the model is on the assumption that the interest is constant, these models is simple and intuitionist, but they can not reflects market situation perfectly. Because constant interest cannot fit market well, we consider interest is random then improve old model, classify new model under discrete model and continue model. Last, with the development of financial engineering, many methods of financial engineering are applied into insurance actuary’ especially used for new life insurance actuary model. These new contract are imbedded by many option factors, such as equipped with an interest