责任准备金——精选推荐

责任准备金的概念
费用责任准备金
修正责任准备金
净责任准备金的厘定
责任准备金净责任准备金递推公式
12951.05851.05x x x +++12x x x ++=
责任准备金的概念
费用责任准备金
修正责任准备金
净责任准备金的厘定
责任准备金净责任准备金递推公式
0t 未来责任未来
收入w
未来
责任未来
收入
差值责任准备
金
的原因。

保险公司在任意时刻对每个仍在保障范围内的被保险人的未尽责任现时值，就称为净责任准
责任准备金的概念
费用责任准备金
修正责任准备金
净责任准备金的厘定
责任准备金净责任准备金递推公式
a
J
1
k
U J Pa L v Pa
+
=−
)[][][
U
U A E L E v PE a
A Pa
==−
−
1
0,1,2,3 4
k
q k
==
净责任准备金（趸缴）
00.20.40.60.810
1
2
3
净责任准备金（趸缴）
00.10.20.30.40.50.60.70
1
2
3
2
22
][]][U U
x t x Pa P Var v P A A δδ+−
2
2
22
0.4,0.25,10,(0.4,10
()()0
()()1x x x x x t x x t
x x x t x x t
x t x x A A a P A A A a
a V A A P A a
P A Var L A A ++++========−⋅=⎡⎤⎡⎤=+−⎢⎥⎣⎦
35((P A V A
35350
35
3535
351()t
t A v p A a A P A a δ
=−=
==∫
353535352
23535()()()()1t t
t t V A A P A a P A Var L A A +++=−⎡⎤⎡=+−⎢⎥⎣
00.00000.1187100.05770.1001200.12890.1174300.22710.1073400.36190.0861500.55080.050860
0.8214
0.0097
35()
t
V A ()
t Var L t
()()V A A P A a =−
11
::::1
11::::()()0,
,0,
x t n t
x n
x t n t x n x k n k
x n
x k n k x n
A P A a V A t n fully discrete
A P a
k V
k n
+−+−+−+−⎧−⎪=⎨
=⎪⎩−⎧−<⎪=⎨=⎪⎩
::::1::::()()1,(),1,x t n t x n x t n t x n x k n k x n x k n k x n
A P A a V A t n
fully discrete
A P A a
V
k n
+−+−+−+−⎧−⎪=⎨
=⎪⎩−−⎧=⎨
=⎩
::()()x t h x x h t
h k A P A a V A A A +−−⎧−⎪=
:::::::::((1n t n h t n x t n t
h n k x n x k h k n k
A P A a V A A P a −−+−−+−−⎨⎪⎪⎩−
:)),
m t x k x m k m
x k m k x a P a a V a a a P a
a a −+−+−−−⋅⎧⎪
=⎨
⎪⎩
:::::::::::((((n n t n n t
x t n t n n t
n t n t n n t A A P A a A P A a a P A P A a −−+−−−−−−
:::::::::::(()()(n n t n n t
x n x t n t n t
n t x n n t
n t A A P A a P A a A A P A A P A −−+−−−−−⎤
⎥⎤⎥
:::1::::1:::1::::([()n n s n s
t
n s t
t n s t t
t n s
x n x s t x s t
n V A A Pa A A P a a A Pa A V A Pa A
A −−−−−−+++−
1:::::::::1:)0()(cos x n x s t x s t
n t
x s
n x t x t
t t x
x n x t t
x
x t
A Pa A
A E A Pa A
V A Ps k E A
k accumulated t of insurance +++=
=−⇒=
=−=
()
V A A
=
: ))
t a P a s
=
年龄x x+1x+2
1000900810 :3
1
:3:3
x
V
−
x
l
:31:3:3:11
111:3:3:3
2
1000((1))
1000()1000[332.51 1.06100]
280.51
1000[()(1)]900(332.51280.51) 1.06100090]x x x x x x x x x x x x l P i d P s k l l P V i d l ++++×+−=×−=
××−==×⋅++−=
×+×−×= 1:3:3x V −
:10
10201020
:10101020:101010:101
1
:10:10:10:10:10
()1110.06942x
x x x x x x x x x x x x x x x V P s k V V P P s V P s k s s P =−⇒=+−=−=⇒==
11()1()11()1111111x t x t
x
t x x t x t x t
x t
x
x x t
x t x x x
x t
x x t x t x t
t x x x
A a A V A Pa P a a a a a a a a A A a a a A V a A δδδδδδ
δ
++++++++++++=−∴=−=−+=−+−=−+=−−−=
=
−⇒=−=−
−∵∵
t 0………1013.1216.11112.815.81212.415.31311.9214.814
11.36
14.3
x t a
+ x t
a +′
1x t
t x
x
a V a +′′=−′ t 100.180.19110.20.21120.220.23130.250.2614
0.29
0.28
1x t t x x a V a +=−
责任准备金的概念费用责任准备金修正责任准备金
净责任准备金的厘定
责任准备金
净责任准备金递推公式。