Risk Valuation And Computational Method Of Deposit Of A Class Combined Endoement Insurance Model

The life insurance is a highly integrated subject, it is built on the basis of probability theory and mathematical statistics, and it studies the distribution function of life insurance and reserve calculation and other issues by applying of calculus and other mathematical method。In order to stably and healthily develop, as a life insurance company need to have a reasonable solvency, and this solvency is closely related to the liability reserve。In order to fulfill the insurance compensation or payment obligations, and according to relevant laws and regulations of government or business specific needs, the insurance company extract some money, it is must correspond to the assumed insurance responsibility, from premiums or surplus as the reserve。Prevision of insurance companies’ reserves is an important safeguard to protect the legitimate interests of the insured, it is also an important insurance company liability, it directly affects the effectiveness of the use of funds and net assets of insurance companies, so reasonable provision for reserves is an important part of the insurance company accounting。In this thesis, we further summarized and organized a class of adjustable insurance amount home-based combined insurance double stochastic model by whole life insurance, pension insurance and savings payback part under stochastic interest rate function。And on this basis, we discussed the method of calculating net reserves of such models, and we given the appropriate formula。At the same time, we explore the risk assessment to such insurance based on empirical analysis。Finally, the parameters in the cumulative interest force function are estimated, and the problem about different values of parameters how to influence the reserve calculation are studied 。These research will have some reference for further discussing problems of reserve calculation under stochastic interest rate.