【作者】 刘涛；

【导师】 唐湘晋；

【作者基本信息】 武汉理工大学 ， 统计学， 2009， 硕士

【摘要】 保险最初发展的是寿险业,但最近十几年,财险业务发展迅猛,学者研究的方向主要集中于财产险保险费率的研究。寿险产品的定价主要依靠准确的生命表,而针对我国国内寿险业的现状,最近几年,由于保险业处于行业发展初期,人寿业务数据相对匮乏,所以研究寿险业务的论文也不是很多,但随着保险行业的发展和国内高校陆续开办精算学专业,对于保险精算方向的研究逐渐增加。产品定价在保险公司重要性不言而喻,保险公司必须保证价格被消费者承受,同时还需保证稳定的收益率。保险产品定价不同于一般产品,产品价格定价方法的选取和影响因素的制定至关重要,同时影响因素之间的相互关联使得问题变得复杂,同时市场因素的变化加大了定价风险。所以选取合理的定价方法和制定恰当的假定是非常重要的,同时为避免定价风险,还需选择必要的风险防范方法。本文着重探讨定价方法的选取以及影响因素的制定和防线防范的方法,同时结合一保险案例的定价问题,研究定价方法和风险防范的应用。本文第一章主要阐述相关的研究背景和研究意义;第二章主要讲解传统定价方法的基本原理和准备金的计算;第三章主要涉及资产份额法的计算原理;第四章主要包括流行的风险方法经济资本法;第五章结合一寿险产品的定价问题作为实证分析,具体应用前面几章的理论,为保险产品定制合理价格并安排风险防范资本;第六章对实证分析总结,并分析其中不足,对上文总结展望。本文的创新点在于:(1)结合保险产品产品定价的两种方法计算产品价格,并将两种方法比较,计算方便。(2)在定价风险的防范方法选取中,选取了现代成熟的经济资本法,采用VAR技术,实用且容易理解。(3)在定价因素的制定过程中,结合中国现实经济的情况,论文结论有很强的现实和指导意义。更多还原

【Abstract】 Life insurance was developed firstly in insurance company compared with non-life insurance. But during last ten years non-life insurance has been developed quickly. Many professors take much attention to study non-life insurance theory. The pricing for life insurance policy mainly relies on right life table, but according to our country’s condition, insurance company is developing and has not enough data sources, and also has not much paper about insurance. With insurance companies’ developing and actuarial science settled by many colleges , lots of papers about actuarial science has been created.No doubt that it’s so important for insurance company to fix a price of insurance policy, which should be accepted by customer and also promise steady yield to stockholders. What’s more, pricing for insurance policy is great different from other products, it’s critical to select different methods and infections, and also one factor impacting another makes pricing more complex, the diversification of market factors enlarges pricing risk, so it’s the key point for making a price to choose a good way and enact perfect infections, and it’s necessary to take some steps to prevent pricing risk.This article emphasizes the selection of pricing methods and enactment of infections and also the way of preventing pricing risk, then applies the theory above in combination with a simple insurance policy. The first chapter expatiate some related background and means of this article. The second one explains traditional methods for price and reserve calculation. The third one refers to principle of Asset Share Pricing Method. The fourth one explains the method of economic capital; the fifth one expatiates the applications of theory above taking an simply insurance policy and makes pretty price and arranges capital for pricing risk. The last one makes a conclusion of the policy and analyses some shortage and also makes some prospect.The creative of this paper is as follows(1) Apply two ways to price insurance policy including traditional methods and Asset Share Pricing method, and compare these two methods(2) Choose economic capital method to prevent pricing risk , this way is very mature in related subject.(3) During setting pricing factors this papers combines our country’s fact, so the conclusion has great realize meaning .更多还原