论文标题
全寿命保险的热力学方法：评估投降风险的方法
The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk
论文作者
论文摘要
我们介绍了一个集体人寿保险模型，其中包括健康状态在内的每个被保险人的异质性都是由扩散过程建模的。该模型受统计力学中概念的影响。使用所提出的框架，可以将总收益描述为扩散过程的功能，该功能可用于得出一个水平的溢价，以评估由于所谓的不良选择而导致失落的风险。提出了两个具有数值的模型，以说明所提出的框架的灵活性。
We introduce a collective model for life insurance where the heterogeneity of each insured, including the health state, is modeled by a diffusion process. This model is influenced by concepts in statistical mechanics. Using the proposed framework, one can describe the total pay-off as a functional of the diffusion process, which can be used to derive a level premium that evaluates the risk of lapses due tothe so-called adverse selection. Two numerically tractable models are presented to exemplify the flexibility of the proposed framework.
