Then chapter two assumed and built a random interest rate model, and took advantage of the B-J method to build the interest ARMA model in the entitlement period. 接着为利率随机假设与建模,并利用B-J方法对领取期利率进行了随机建模,得到了领取期利率的ARMA模型;
From the empire results, we find that the influence of assumed interest rate liberalization towards to life insurance income scale is not very significant, so it will not reduce the scale of life insurance income, but it indeed increases the risk of interest spread. 通过实证分析发现,预定利率市场化对寿险收入规模的影响并不十分显著,因此并不会导致寿险收入规模减少;但预定利率市场化的确会加大寿险公司的定价风险和利差损风险。
Along with the frequent fluctuation of Chinese market interest rate, assumed rate of interest have to adjust accordingly. 随着中国市场利率的频繁波动,寿险预定利率也一再调整。
Assumed interest rate is one of the three pricing factors ( assumed interest rate, assumed mortality rate, assumed fee rate) of life insurance products, also the most important one. 预定利率是寿险产品三大定价因素(预定利率、预定死亡率、预定费用率)之一,也是最重要的定价因素。