寿险精算课程设计报告

《寿险精算课程设计报告》由会员分享，可在线阅读，更多相关《寿险精算课程设计报告（13页珍藏版）》请在装配图网上搜索。

1、-保险精算课程设计题 目:男性20年全期两全寿险的 年缴均衡纯保费 学 院： 理学院 班 级： 数学13-2班学 生 姓 名：亚辉学 生 学 号： 2013027904指 导 教 师： 辉 2016年 12 月 22 日课程设计任务书亚辉班级数学13-2班学号14设计题目男性20年全期两全寿险的年缴均衡纯保费理论要点年龄间均匀分布假设死亡后立即给付的n年期两全寿险的年缴均衡纯保费即完全连续型n年期两全寿险的年缴均衡纯保费设计目标通过本次课程设计，能熟练使用Excel软件对数据进展处理，理解保险与年金的关系，锻炼将理论知识与实践操作相结合的能力，提高对Excel软件的操作能力。研究方法步骤在Ex

2、cel软件中输入中国人寿保险业经历生命表中的生存人数，通过Excel软件的计算，求出，进而得出n年期两全保险，由公式，进而求出死亡后立即给付的男性20年全期两全寿险的年缴均衡纯保费。预期结果1. 找出相关换算函数；2. 利用Excel计算出均衡纯保费；3. 能对结果进展了合理的分析；方案与进步的安排课程设计安排两周，分四个阶段完成：第一阶段第1-3天：上网搜查有关资料,录入Excel数据第二阶段第4-7天：写课程设计理论依据局部,并整理出问题的求解公式和换算函数公式。第三阶段 (第8-11天)：用Excel进展相关函数求解，并得出结果第四阶段第12-14天：写课程设计的摘要和结论，最后进展论文

3、的审核和排版、打印等目录摘要I1问题分析12模型建立13换算函数计算23.1换算函数公式23.2 EXCELL计算公式24计算结果.35 结论.86 体会.8参考文献.8摘要针对当今保险行业的均衡纯保费问题，本文借男性20年全期两全寿险的均衡纯保费问题展开论述，并借助借助Excel软件处理相关数据。在Excel软件中输入中国人寿保险业经历生命表中的生存人数，通过Excel软件的计算，求出，得出n年期两全保险，进而求出死亡后立即给付的男性20年全期两全寿险的年缴均衡纯保费。然后对得出的结论进展分析，对输出结果进展评价，并提出合理化的建议。关键词 20年全期两全寿险均衡纯保费 经历生命表 生命年金

4、 . z.-1问题分析求男性20年全期两全寿险的年缴均衡纯保费要求：根据附录表和4%的预定利率，计算死亡在年龄间均匀分布假设下死亡后立即给付的20年两全寿险的年缴均衡纯保费。由题目可知，死亡在年龄间均匀分布假设下，求预定利率为4%的死亡后立即给付的20年两全寿险的年缴均衡纯保费。所以是完全连续型寿险。然后根据寿险精算有关知识，通过换算函数就可列出男性n年全期两全寿险的均衡纯保费的计算公式.2模型建立2.1 n年期定期生命年金 2-12.2 n年期两全保险 2-2其中表示n年期生存保险，表示n年期定期保险。n年期两全保险由二者构成。2.3n年期两全寿险的年缴均衡纯保费 2-3由等价原那么，有 2

5、-4所以可知，净保费是相应的保险与年金的精算现值的比率。因此，可利用年金与保险之间的关系式推导出跟简单的计算公式。由 2-5有 2-6于是有2-7从而 2-83换算函数计算3.1 换算函数公式 3-1其中 3-2表示折现因子；表示年利率；表示利息力；表示死亡人数；表示生存人数。与之间的关系为3.2 EXCELL计算公式在Excel软件中输入中国人寿保险业经历生命表1990-1993 男CL1中的生存人数，求出，进而求出，即男性20年全期两全寿险的均衡纯保费。4计算结果表1 计算结果表x01000000303711000000447779.52920.192199696321500.961538

6、958618.3430105.61987.796299481316030.924556919760.5413129.81425.061399321012420.888996882960.1396830.81061.66749919689920.854804847938.4381185.4815.351759909768130.821927814510366168642.525769901636830.790315782540.2351752.1519.023979894805870.759918751923.5337910.3428.915289888935140.73069722574.43

7、24616.3361.129699883794630.702587694422311844.7312.7862109879164320.675564667400.7299570.7280.619119874844260.649581641450.8287771.6266.0783129870584520.624597616513.5276424.7271.4595139866065090.600574592530265510.1293.9348149860975950.577475569446.4257380.2330.3824159855026960.555265547214.3244900

8、.7371.6001169848067990.533908525796235170.3410.1852179840078930.513373505162.9225800.5440.8099189831149640.493628485292.7216776.2457.55531998215010100.474642466170.1208082.1460.95082098114010290.456387447779.5199704.4451.55982198011110270.438834430105.6191629.7433.34822297908410090.421955413129.8183

9、844.7409.3779239780759810.405726396830.8176337.2382.7092249770949500.390121381185.4169094.9356.361259761449220.375117366168162106.6332.5555269752229020.360689351752.1155361.1312.8285279743208920.346817337910.3148847.8297.4619289734288930.333477324616.3142556.3286.3417299725359080.320651311844.713647

10、6.9279.9534309716279350.308319299570.7130600277.1903319706929780.29646287771.6124916.4278.78673296971410320.285058276424.7119417.2282.865233968682-79000.274094265510.1114094.2-2082.0634976582101820.263552257380.21089392580.2763596640012770.253415244900.7103944311.1653696512313860.243669235170.399101

11、.65324.73543796373715080.234297225800.594404.99339.73043896222916460.225285216776.289847.23356.55753996058317980.216621208082.185422.12374.50374095878519660.208289199704.481123.69393.74644195681921530.200278191629.786086.79414.61384295466623580.192575183844.772885.03436.62664395230825840.18516817633

12、7.268935.15460.07184494972428310.178046169094.965092.56484.66274594689331020.171198162106.661353.48510.63224694379133980.164614155361.157714.91537.84414794039337230.158283148847.854174.38566.62114893667040760.152195142556.350729.83596.48644993259444610.146341136476.947380.2627.7195092813348820.14071

13、313060044124.76660.53755192325153400.135301124916.440963.7694.71655291791158360.130097119417.237897.94730.04285391207563760.125093114094.234929.02766.91635490569969610.12028210893932059.24805.0785589873875940.11565610394429291.71844.50775689114482770.11120799101.6526630.07885.05985788286790140.10693

14、94404.9924078.59926.79545887385398060.10281789847.2321642.09969.448859864047106560.09886385422.1219325.621012.96460853391-884340.0950681123.6917134.47-8083.24619418251125370.09140486086.7915073.889890.72962829288135680.08788972885.0313148.871146.60963815720146600.08450868935.1511363.861191.243648010

15、60158130.08125865092.569722.4531235.51365785247170220.07813361353.488227.1521278.82266768225182830.07512857714.916879.0191320.72967749942195930.07223854174.385677.5091360.92468730349209390.0694650729.834620.191398.47869709410223160.06678847380.23702.6491433.1270687094237080.06421944124.762918.581463

16、.95571663386250990.06174940963.72259.661490.23972638287264720.05937437897.941715.9631511.30873611815278050.05709134929.021276.1721526.35674584010290710.05489532059.24928.00181534.47475554939302450.05278429291.71658.71081535.0476524694312950.05075426630.07455.57471527.24277493399321880.04880124078.59

17、306.46761510.40578461211328920.04692421642.09200.12991484.07779428319333730.0451219325.62126.59991447.86580394946335980.04338417134.4777.437961401.56481361348335380.04171615073.8845.69241345.25182327810331690.04011113148.8725.958261279.27983294641324750.03856911363.8614.169741204.33984262166314470.0

18、370859722.4537.4132191121.36185230719300900.0356598227.1523.7105151031.70486200629284190.0342876879.0190936.932487172210264650.0329695677.5090838.953888145745242720.0317014620.190739.84189121473218930.0304813702.6490641.65979099580193980.0293092918.580546.66739180182168570.0281822259.660456.78639263

19、325143460.0270981715.9630373.79229348979119380.0260561276.1720299.0871943704196970.025053928.00180233.5986952734476760.02409658.71080177.8011961966859080.023163455.57470131.5851971376044150.022272306.4676094.5504298934531970.021416200.1299065.8327699614822370.020592126.5999044.29269100391115110.0198

20、77.43796028.7671710124009820.01903945.6924017.9767410214186130.01830625.95826010.790131038053670.01760214.1697406.2115331044382100.0169257.41321903.417581052282280.0162743.71051500接上表X1-074205.2960147.260.4618380.0392210.5381620.0181140.033658171285.159695.70.4607620.0392210.5392380.0180710.03351326

21、9297.359262.360.4600810.0392210.5399190.0180450.033421367872.2458852.980.4596470.0392210.5403530.0180280.033363466810.5758470.270.459380.0392210.540620.0180170.033327565995.2258113.910.4592320.0392210.5407680.0180110.033307665352.6957781.350.4591760.0392210.5408240.0180090.0333764833.6757468.520.459

22、190.0392210.540810.018010.033301864404.7657171.060.4592610.0392210.5407390.0180130.033311964043.6356884.720.459380.0392210.540620.0180170.0333271063730.8456604.770.4595390.0392210.5404610.0180230.0333481163450.2256327.580.459730.0392210.540270.0180310.0333741263184.1456048.790.4599410.0392210.540059

23、0.0180390.0334021362912.6855765.930.4601570.0392210.5398430.0180480.0334311462618.7557847.990.4603610.0392210.5396390.0180560.0334591562288.3755267.710.4603710.0392210.5396290.0180560.033461661916.7754956.550.4605030.0392210.5394970.0180610.0334781761506.5854631.810.4605950.0392210.5394050.0180650.0

24、33491861065.7754292.080.460650.0392210.539350.0180670.0334981960608.2253935.520.4606790.0392210.5393210.0180680.0335022060147.2653561.020.4606970.0392210.5393030.0180690.0335042159695.753167.270.460720.0392210.539280.018070.0335072259262.3652752.660.4607620.0392210.5392380.0180710.0335132358852.9852

25、316.030.4608360.0392210.5391640.0180740.0335232458470.2751855.960.4609550.0392210.5390450.0180790.0335392558113.9151371.30.4611250.0392210.5388750.0180860.0335622657781.3550860.660.4613530.0392210.5386470.0180950.0335932757468.5250322.820.4616420.0392210.5383580.0181060.0336322857171.0649756.20.4619

26、950.0392210.5380050.018120.033682956884.7249159.710.4624160.0392210.5375840.0181360.0337373056604.7748531.990.4629050.0392210.5370950.0181550.0338033156327.5847871.460.4634670.0392210.5365330.0181770.033883256048.7947176.740.4641020.0392210.5358980.0182020.0339663355765.9346446.70.4648160.0392210.53

27、51840.018230.0340643457847.9945679.780.4705380.0392210.5294620.0184550.0348563555267.7144874.70.4668710.0392210.5331290.0183110.0343463654956.5544030.20.4678650.0392210.5321350.018350.0344843754631.8143145.140.4689610.0392210.5310390.0183930.0346363854292.0842218.340.4701670.0392210.5298330.018440.0

28、348043953935.5241248.890.4714910.0392210.5285090.0184920.0349894053561.0240235.930.4729430.0392210.5270570.0185490.0351944153167.2748319.170.4745340.0392210.5254660.0186120.0354194252752.6638428.440.4743640.0392210.5256360.0186050.0353954352316.0337281.830.4761860.0392210.5238140.0186760.03565544518

29、55.9636090.590.4781810.0392210.5218190.0187550.0359414551371.334855.080.4803610.0392210.5196390.018840.0362564650860.6633576.250.4827420.0392210.5172580.0189330.0366044750322.8232255.520.4853390.0392210.5146610.0190350.0369864849756.230894.60.4881680.0392210.5118320.0191460.0374074949159.7129496.120

30、.4912470.0392210.5087530.0192670.0378715048531.99280630.4945920.0392210.5054080.0193980.0383815147871.4626599.050.4982220.0392210.5017780.0195410.0389435247176.7425108.810.5021540.0392210.4978460.0196950.039565346446.723597.50.5064080.0392210.4935920.0198620.0402395445679.7822071.140.5110.0392210.48

31、90.0200420.0409855544874.720536.670.5159480.0392210.4840520.0202360.0418055644030.219001.630.5212690.0392210.4787310.0204450.0427065743145.1417474.390.5269780.0392210.4730220.0206680.0436945842218.3415963.980.5330880.0392210.4669120.0209080.0447795941248.8914479.910.539610.0392210.460390.0211640.045

32、9696040235.9313032.040.5465520.0392210.4534480.0214360.0472746148319.1711630.480.6012840.0392210.3987160.0235830.0591476238428.4410285.230.5665370.0392210.4334630.022220.0512626337281.839005.9470.575030.0392210.424970.0225530.053076436090.597801.6080.583960.0392210.416040.0229030.0550516534855.08668

33、0.2470.5933160.0392210.4066840.023270.0572196633576.255648.5430.603080.0392210.396920.0236530.0595926732255.524711.6110.6132310.0392210.3867690.0240510.0621856830894.63872.6570.6237380.0392210.3762620.0244630.0650176929496.123132.8160.6345680.0392210.3654320.0248880.06810670280632491.1570.6456790.03

34、92210.3543210.0253240.0714727126599.051944.4890.6570260.0392210.3429740.0257690.0751347225108.811487.7030.6685610.0392210.3314390.0262210.0791147323597.51113.9110.680230.0392210.319770.0266790.0834327422071.14814.82370.6919790.0392210.3080210.027140.0881117520536.67581.22520.7037540.0392210.2962460.

35、0276020.0931727619001.63403.42410.7154990.0392210.2845010.0280620.0986377717474.39271.8390.7271610.0392210.2728390.028520.104537815963.98177.28860.7386910.0392210.2613090.0289720.1108737914479.91111.45580.7500430.0392210.2499570.0294170.1176898013032.0467.163150.7611740.0392210.2388260.0298540.12500

36、28111630.4838.395980.7720490.0392210.2279510.030280.1328378210285.2320.419240.7826350.0392210.2173650.0306960.141216839005.9479.6291130.7929070.0392210.2070930.0310980.150166847801.6083.417580.8028430.0392210.1971570.0314880.159711856680.24700.8124270.0392210.1875730.0318640.169875865648.54300.82112

37、60.0392210.1788740.0322050.180044874711.61100.8298730.0392210.1701270.0325480.191317883872.65700.8382030.0392210.1617970.0328750.203186893132.81600.8461010.0392210.1538990.0331850.215627902491.15700.8535510.0392210.1464490.0334770.228591911944.48900.8605230.0392210.1394770.033750.241978921487.70300.

38、8669780.0392210.1330220.0340040.255624931113.91100.8728530.0392210.1271470.0342340.26924794814.823700.8780410.0392210.1219590.0344370.28236995581.225200.8823680.0392210.1176320.0346070.29419796403.424100.8855280.0392210.1144720.0347310.30340197271.83900.8870070.0392210.1129930.0347890.30788898177.28

39、8600.8858670.0392210.1141330.0347440.30442199111.455800.8803790.0392210.1196210.0345290.28865310067.1631500.8673160.0392210.1326840.0340170.25637310138.3959800.8403140.0392210.1596860.0329580.20639110220.4192400.7866180.0392210.2133820.0308520.1445851039.62911300.6795550.0392210.3204450.0266530.0831

40、741043.4175800.4610120.0392210.5389880.0180810.0335471050000.039221100以上列即为男性20年全期两全寿险的年缴均衡纯保费的最终结果。5结论由表中计算数据可知，男性20年全期两全寿险的年缴的均衡纯保费会随着x的增大而增加，但在050岁的两全寿险的年缴的均衡纯保费支付率变化相对较小，仅在区间0.033658，0.038381变化，而51105岁的两全寿险的年缴的均衡纯保费支付率在区间0.038943，0.307888变化，后者差不多是前者的10倍。一个65岁男人的20年全期两全寿险的年缴的均衡纯保费支付率为0.057219，而一个

41、80岁男人的20年全期两全寿险的年缴的均衡纯保费支付率更高为0.117689。所以男性20年全期两全寿险的年缴的均衡纯保费会随着年龄x的增大而增加，并且当年龄越高其年缴的均衡纯保费支付率就越大，支付压力更大，因此被保险人要尤其注意晚年保险费的支付能力，防止因保险费上升而无力续保。6体会通过此次的保险精算的课程设计不但加深了我对寿险精算这门课的了解，对有关n年全期两全寿险的年缴均衡纯保费的知识更加了解，还提高了我对Excel软件的应用能力，使我对Excel软件更加了解，操作更加熟练。此外此次的保险精算的课程设计还培养了我综合运用所学知识发现,提出,分析和解决实际问题的能力，这将为我今后的学习和工作打下坚实的根底。参考文献1. 连增 寿险精算 中国财政经济2. 蓝超 可变利率下寿险纯保费精算模型的 燕山大学发表3. 秀芳 寿险精算实务实验教程4. 郝媛媛利率变动对定期寿险均衡纯保费的影响分析 东北财经大学课程设计评阅书课程设计报告评语：评阅意见主要对设计任务的合理性、规性和正确性以及设计报告书的完整性、规性和通顺性等方面作出评价报告成绩：辩论记录与评语：辩论成绩： 课程设计总成绩： 教师签名： 年 月 日. z.