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dc.contributor.advisor차지환-
dc.contributor.author박지숙-
dc.creator박지숙-
dc.date.accessioned2019-02-18T16:30:47Z-
dc.date.available2019-02-18T16:30:47Z-
dc.date.issued2019-
dc.identifier.otherOAK-000000153882-
dc.identifier.urihttp://dcollection.ewha.ac.kr/common/orgView/000000153882en_US
dc.identifier.urihttp://dspace.ewha.ac.kr/handle/2015.oak/248592-
dc.description.abstractExisting research on the joint life insurance has been carried out under the assumption that the lifetime distribution among the insured is independent. However, recent studies show that there is a connection between the life spans of policyholders. Therefore, it is necessary to study the joint life insurance which reflects the correlation of lifetime distribution of insured persons. In this paper, we examine the interdependent lifetime distribution and the insurance premiums and risks of the joint life insurance considering the order of death based on the proposed models. We also analyze the results by comparing premiums and risks calculated under an independent lifetime distribution. In this paper, it is meaningful to obtain premiums and risks of the joint life insurance reflecting the order of death through a more realistic model considering the association of the lifetime between policyholders.;기존의 연생보험에 관한 연구에서는 보험가입자 간의 수명분포가 독립적이라는 가정하에 연구를 진행해 왔다. 하지만 최근 발표된 연구를 통해 보험가입자들의 수명에 연관성이 존재한다는 사실을 알 수 있다. 따라서 보험 가입자의 수명분포의 상호 연관성을 반영한 연생보험에 대한 연구가 필요하다. 본 논문에서는 수명에 관한 상호 의존적인 수명분포를 모형화하고 제안된 모형들을 기초하여 사망순서를 고려한 연생보험의 보험료와 리스크를 살펴보고자 한다. 또한, 산출된 결과를 독립적인 수명분포 하에서 계산된 보험료와 리스크를 비교하여 분석하고자 한다. 본 논문은 보험가입자 간의 수명의 연관성을 고려하여 보다 현실적인 모형을 통해 사망순서를 고려한 연생보험의 보험료와 리스크를 구한다는 점에서 의의가 있다.-
dc.description.tableofcontentsI. Introduction 1 II. Whole Life Insurance and Joint Life Insurance 2 A. Whole life insurance 2 B. Joint life insurance 5 C. The parametric model in the field of life insurance 7 III. General Classes of Bivariate Distributions 8 A. A class based on the failure rate order 9 B. A class based on the usual stochastic order 11 C. A class based on the likelihood ratio order 13 D. Generalized class based on the failure rate order 15 IV. Calculation of the Premiums and Risks 16 A. Dependent lifetime distribution 16 B. Premiums and risks of Gompertz distribution 23 C. Premiums and risks of Makeham distribution 27 V. Conclusion 32 Bibliography 33 Abstract(in Korean) 34-
dc.formatapplication/pdf-
dc.format.extent785840 bytes-
dc.languageeng-
dc.publisher이화여자대학교 대학원-
dc.subject.ddc500-
dc.titleA Study on Joint Life Insurance Considering the Order of Death under Dependent Lifetime Distribution-
dc.typeMaster's Thesis-
dc.title.translated의존적 수명분포 하에서의 사망순서를 고려한 연생보험에 대한 연구-
dc.creator.othernameJisook Park-
dc.format.pageiv, 34 p.-
dc.identifier.thesisdegreeMaster-
dc.identifier.major대학원 통계학과-
dc.date.awarded2019. 2-
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