论文标题
多国家人寿保险中的奖金计算
Computation of bonus in multi-state life insurance
论文作者
论文摘要
我们考虑计算具有利润人寿保险的多州奖金付款的市场价值。奖金计划包括根据股息策略购买的额外利益，该股息策略取决于过去对财务风险的实现，当前的个人保险风险，当前持有的额外福利数量以及所谓的投资组合范围的方式，以描述保险业业务的形状。我们制定了数值程序，这些程序有效地将财务风险模拟与经典方法结合起来，以实现出色的保险风险。特别注意购买额外利益仅取决于财务风险的情况。方法和结果通过数值示例说明。
We consider computation of market values of bonus payments in multi-state with-profit life insurance. The bonus scheme consists of additional benefits bought according to a dividend strategy that depends on the past realization of financial risk, the current individual insurance risk, the number of additional benefits currently held, and so-called portfolio-wide means describing the shape of the insurance business. We formulate numerical procedures that efficiently combine simulation of financial risk with classic methods for the outstanding insurance risk. Special attention is given to the case where the number of additional benefits bought only depends on the financial risk. Methods and results are illustrated via a numerical example.
