Calculating Models on Net Premium for a Class of Life Policies and Their Numerical Simulation Based on UDD Assumption

摘要：

This paper aims to deal with some properties for a stochastic risk order and the relations of some commonly used risk orders in actuary. The risk measurement in insurance in this risk order is studied based on UDD assumption of life distribution and the calculating model of premiums for a class of life policies is established (or constructed). Moreover, the numerical simulation for the correspondent model is conducted.

关键词： risk measuring laplace risk order premium calculating numerical simulation

作者: LIU Jun LIU Fuxiang WANG Qingfeng

作者单位: College of Science, China Three Gorges University, Yi Chang, Hubei, P.R.China, 443002 College of Science, China Three Gorges University, Yi Chang, Hubei, P.R.China, 443002 School of Stat Hubei Three Gorges Polytechnic, Yi Chang, Hubei, P.R.China, 443000

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 180-185

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）