论文标题
多国家人寿保险中的交易时间模型
Transaction time models in multi-state life insurance
论文作者
论文摘要
在人寿保险合同中，福利和保费通常是根据被保险人的生物识别状态支付的。由于发生，报告和结算对生物识别状态的变化之间的延迟，状态过程并不能实时观察到。这一事实意味着，被保险人的生物识别状态的经典多状态模型无法实时描述政策的制定，该模型涵盖了处理且未报告的且未报道但未解决的主张的处理。通过引入新的模型：交易时间模型，我们在连续多国家人寿保险的情况下对问题进行了基本处理。研究了交易时间模型与经典模型之间的关系，并得出了两个模型中链接当前值的结果。为残疾覆盖范围说明了结果及其实际含义，在特定模型中，我们为交易时间储备获得明确的表达式。
In life insurance contracts, benefits and premiums are typically paid contingent on the biometric state of the insured. Due to delays between the occurrence, reporting, and settlement of changes to the biometric state, the state process is not fully observable in real-time. This fact implies that the classic multi-state models for the biometric state of the insured are not able to describe the development of the policy in real-time, which encompasses handling of incurred-but-not-reported and reported-but-not-settled claims. We give a fundamental treatment of the problem in the setting of continuous-time multi-state life insurance by introducing a new class of models: transaction time models. The relation between the transaction time model and the classic model is studied and a result linking the present values in the two models is derived. The results and their practical implications are illustrated for disability coverages, where we obtain explicit expressions for the transaction time reserve in specific models.
