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1、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20050501AbstractThispapermainlytalksabouttheactuarymodelinlifeinsurance.Itintroducesandstudiesthedifferentactuarymodelsofinsurancecontracts,Inthispaper,accordingtothedifferenttypesoftheactuarymodels，wewilldetailthedevelopmenthistoryoflifein
2、suranceandactuarymodel.Firstly，wewillclassifylifeinsuranceundertwotopics：traditionallifeinsuranceandnewlifeinsurance.Traditionallifeinsuranceemphasisonsupport，suchaslifesupportandannuitysupport.Therepresentationsofthislifeinsuranceareinsuranceandannuity,whichvaluesaredecidedbyinterestandmortali
3、ty.Newlifeinsuranceemphasisnotonlyonsupportbutalsooninvestment,whichisrepresentedbyEquity-linkedlifeinsuranceandparticipating(orwithprofits)policy.Thedifferencesbetweentraditionlifeinsuranceandnewlifeinsuranceareriskandbenefit.Newlifeinsurancenotonlydisperseriskfrominsurancecompanyintopolicehol
4、der,whichdecreaseinsurancecompany'sriskandloss,butalsoprovidepoliceholderanewpathtoinvest,whichgivethemmorebonus.Secondly,classifybythedifferentapplicationmethodsoflifeinsuranceactuarymodel,theevolutionofthemodelisfollowwiththeevolutionoftheinsurancecontract.Fortraditionlifeinsurance,theinitial
5、stagesofthemodelisontheassumptionthattheinterestisconstant,thesemodelsissimpleandintuitionist,buttheycannotreflectsmarketsituationperfectly.Becauseconstantinterestcannotfitmarketwell,weconsiderinterestisrandomthenimproveoldmodel,classifynewmodelunderdiscretemodelandcontinuemodel.Last,withthedev
6、elopmentoffinancialengineering,manymethodsoffinancialengineeringareappliedintoinsuranceactuary’especiallyusedfornewlifeinsuranceactuarymodel.Thesenewcontractareimbeddedbymanyoptionfactors,suchasequippedwithaninterestrateguaranteeandanoptiontosurrender,sowecanapplyoptionvaluemethodtothesenewmode
7、l.Wealsogiveanewtwofactorsmodeltoparticipatingpolicy;thismodelcanfitmarketbetterthansomeoldmodels.KeyWords:lifeinsurance;insuranceactuary;interest;Equity-linkedlifeinsurance;participatingpolicy华南理工大学学位论文原创性声明本人郑重声明：所呈交的论文是本人在导师的指导
