程恭品, 王清华, 姚定俊. 我国长期护理保险设计创新及定价研究[J]. 应用概率统计, 2023, 39(2): 283-300. DOI: 10.3969/j.issn.1001-4268.2023.02.007
引用本文: 程恭品, 王清华, 姚定俊. 我国长期护理保险设计创新及定价研究[J]. 应用概率统计, 2023, 39(2): 283-300. DOI: 10.3969/j.issn.1001-4268.2023.02.007
CHENG Gongpin, WANG Qinghua, YAO Dingjun. Research on Design Innovation and Pricing of Our Country's Long-Term Care Insurance[J]. Chinese Journal of Applied Probability and Statistics, 2023, 39(2): 283-300. DOI: 10.3969/j.issn.1001-4268.2023.02.007
Citation: CHENG Gongpin, WANG Qinghua, YAO Dingjun. Research on Design Innovation and Pricing of Our Country's Long-Term Care Insurance[J]. Chinese Journal of Applied Probability and Statistics, 2023, 39(2): 283-300. DOI: 10.3969/j.issn.1001-4268.2023.02.007

我国长期护理保险设计创新及定价研究

Research on Design Innovation and Pricing of Our Country's Long-Term Care Insurance

  • 摘要: 随着我国人口老龄化程度不断加深,针对老年人的长期护理保险的定价方法成为保险精算方向的热点问题.本文利用中国老年健康影响因素跟踪调查(CLHLS) 2014--2018年的数据,在传统的三、四状态马尔科夫模型的基础上,进一步将老年人的健康状况划分为六种状态,采用马尔科夫模型对各状态进行数值测算,利用Robinson幂函数综合考虑了性别和年龄两种因素求解健康状态的转移强度矩阵和转移概率矩阵, 随后运用双随机Lee-Carter模型、随机游走模型和预期寿命公式估算了65、75和85岁的保费年限,以此为依据给出了长期护理保险的保费计算方法,为我国的长期护理保险定价提供理论参考.

     

    Abstract: With the deepening of population aging in China, the pricing method of long-term care insurance for the elderly has become a hot issue in actuarial direction. Based on the data of CLHLS from 2014 to 2018, the health statuses of the elderly are further divided into six states on the basis of the traditional three and four state Markov model. It uses the Markov model to calculate the value of each state. The transition strength matrix and transition probability matrix of health state are solved by Robinson power function, which takes gender and age into account. Then, the premium years of 65, 75 and 85 years old are estimated by using double random Lee-Carter model, random walk model and life expectancy formula, which provides a theoretical reference for the pricing of long-term care insurance in China.

     

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