Actuarial Model of Risk in Heterogeneous Portfolio of Policies with Stochastic Interest Rate

摘要

Insurance, as an efficient method for dealing with risk, has been adopted all over the world. Scientific theory, especially actuarial theory plays an important role in the development of insurance. Based on the actual condition in insurance company, this dissertation is for the first time devoted to the study of risk evaluation on a heterogeneous portfolio of policies where all types of life insurance are unified in one framework from actuarial perspective, and some reasonable conclusions are obtained.