Individual Assignment I2AS 2021

1作业大纲

（1）保单持有人有自己的年龄和性别。
（2）她/他将获得40年的延期终生年金，并享有初始福利

（3）有年度保险费，最多可支付40年。第一溢价是

=当k = 1、2、3，…时为P + k / 1000。 。 ..
（5）用于折现的实际年利率为i％。
（6）保单发行时的初始费用为第一笔给付金的一部分加上

（7）在第一年没有更新费用。但是从第二个开始

（8）在死亡的第二季度末发生的终端费为1,000欧元

2使用的死亡率分析定律
（a）威布尔（Weibull），形状参数γ= 1.1，比例参数λ=130。（姓氏

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(b) Generalized DeMoivre, with α = 1/6 and ω = 120. (Last name of student G-L.)
(c) Gompertz, with B = 0.0003 and c = 1.07. (Last name of student M-S.)
(d) DeMoivre, for ω = 130. (Last name of student T-Z.)
3 Payment timing and frequency
(i) Use the quarterly benefits as indicated in the product description above. (Last name
of student starts with A-F.)
(ii) Instead of quarterly benefits, use monthly benefits. That is, replace ‘each quarter’
in bullet point (2) above by ‘each month’. Also replace τ/4 by τ/12. (Last name of
student starts with G-L.)
(iii) As in (ii), but now with ‘each 6 months’ to replace ‘each quarter’. Also replace τ/4
by τ/2. (Last name of student M-S.)
(iv) As in (ii), but now with ‘each week’ to replace ‘each quarter’. Also replace τ/4 by
τ/52. Assume 52 weeks in a year. (Last name of student T-Z.)
Here we formulate the assignment tasks in detail:
• Tasks to perform: Determine P according to (i) the equivalence principle and (ii)
the portfolio premium principle (for which you choose α yourself).
• Bonus task: For the value of P according to the equivalence principle, determine
the probability that the future loss is negative.
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Points of attention:
− As mentioned above, you have to choose appropriate values of B, τ, i, a, b, c and α
yourself. Do this in such a way that the premiums exist.
− If you feel that additional assumptions have to be made, then do so and clearly
explain and motivate this in your report.
− You are allowed to obtain your answers analytically or numerically, whatever you
find convenient, but it is important that you carefully explain your methods (as
usual).