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dc.description.abstractAn interest rate is considered to be one of the key factors in the life insurance and annuity because the losses or risks of the insurance company are strongly affected by it. In general, the net premium is calculated assuming that the interest rate is a fixed constant over the entire period. However, the interest rate fluctuates frequently in reality. In this paper, we propose the models considering the fluctuation of interest rate and apply the proposed models to the study of the life insurance and annuity. They are also compared with the model obtained under the fixed interest rate. First, we briefly introduce the general principle of calculating premiums and risks in whole life insurance and annuity when the interest rate is fixed. Then, we propose three cases considering variable interest rates. In addition, we analyze the impact of variable interest rate on the net single premiums and the risks of insurance companies, based on the introduced interest rate models. Also, we examine how the variable interest rate affects the net single premiums and the risks of the insurance company, in contrast to the fixed interest rates, and we find out where the difference comes from. Finally, a summary and conclusion of the study are presented.;일반적으로 보험료가 책정될 때, 이자율은 전체 기간 동안 고정된 상수로 결정된다. 그러나 실제로는 이자율이 자주 변동하기 때문에 고정 이자율로 가정하게 되면 보험사의 손실이나 risk가 발생할 수 있다. 본 논문에서는 이자율의 변동성을 고려하여 3가지 경우로 나누어 모형화 하였다. 제안된 모형들에 기초하여 종신보험과 종신연금의 보험료와 리스크를 분석하고자 한다. 또한, 이자율이 고정되었다고 가정한 기존 모형과의 비교 분석을 수행하고자 하며 보험계약자의 나이와 이자율의 변동폭에 따른 보험료와 리스크의 변화를 살펴보고자 한다. 본 논문은, 이자율의 변동성과 변동폭을 고려하여 보다 현실성을 반영한 모형을 가정하여 보험료와 리스크를 구할 수 있다는 점에서 의의가 있다.-
dc.description.tableofcontentsⅠ. Introduction 1 Ⅱ. Net single premiums and risks 3 A. Whole life insurance 3 B. Whole life annuity 8 Ⅲ. Introduction to new assumption 11 Ⅳ. Evaluation of the influence on premiums and risks 12 A. Whole life insurance 12 B. Whole life annuity 21 Ⅴ. Profit & loss and risk by model difference 30 A. Whole life insurance 30 B. Whole life annuity 38 Ⅵ. Conclusion 46 Bibliography 47 ABSTRACT(in Korean) 48-
dc.format.extent1322264 bytes-
dc.publisher이화여자대학교 대학원-
dc.titleA Study on Life Insurance with Variable Interest Rate-
dc.typeMaster's Thesis-
dc.format.pagevi, 48 p.-
dc.identifier.major대학원 통계학과-
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