Markov모형을 이용한 고도후유장해자 종신생명연금의 보험수리적 계산

• 영문명: Actuarial calcuation of whole life annuity for high disablities using the markov model
• 발행기관: 건국대학교 경제경영연구소
• 저자명: 박용철(Yong Chol Park) 여성칠(Sung Chil Yeo)
• 간행물 정보: 『상경연구』제24권 제2호, 165~184쪽, 전체 20쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 2000.03.30

영문 초록

This paper develops a special approach to the actuarial calculations that can be modeled as multistate processes. Such situations arise when benefits are payable upon a change in the status of the insured or while the insured maintains the given status. In this paper, we consider a multistate model which contains survival state and high disabilities state and death state. The underlying stochastic process is assumed to follow time-homogeneous Markov process. An illustration is given to the data of the third experience life table and the paper of Korea Insurance Development Institute.

목차

Ⅰ. 서론

Ⅱ. 보험수리적 계산

Ⅲ. 모형설정

Ⅳ. 적용 사례

Ⅴ. 결론

참고문헌

부록

Abstract