目    录

242第一部分利息理论1a1c1ac111c111a1a1

243第一章利息的度量2a2c2ac222c222a2a2

2441.21利息概述3a3c3ac333c333a3a3

2451.31.31利息的定义4a4c4ac444c444a4a4

2461.41.42影响利息的因素5a5c5ac555c555a5a5

2471.51.53支付利息的方式6a6c6ac666c666a6a6

2481.6Lc4计算利息的方法7a7c7ac777c777a7a7

2491.72对利息的度量——有效利率.c名义利率8a8c8ac888c888a8a8

24101.82.81有效利率9a9c9ac999c999a9a9

24111.92.92名义利率10a10c10ac101010c101010a10a10

24121.103贴现率和利息率11a11c11ac111111c111111a11a11

24131.114利息力12a12c12ac121212c121212a12a12

24141.125积累因子和贴现因子13a13c13ac131313c131313a13a13

24151.136常数利息力14a14c14ac141414c141414a14a14

24161.147现金流量的现值和终值的计算15a15c15ac151515c151515a15a15

2417小结16a16c16ac161616c161616a16a16

2418习题17a17c17ac171717c171717a17a17

2419第二章确定年金18a18c18ac181818c181818a18a18

24202.181每期支付一次的年金19a19c19ac191919c191919a19a19

24212.191.191期末付定期即期年金20a20c20ac202020c202020a20a20

24222.201.202期初付定期即期年金21a21c21ac212121c212121a21a21

24232.211.213期末付定期延期年金22a22c22ac222222c222222a22a22

24242.221.224期初付定期延期年金23a23c23ac232323c232323a23a23

24252.232每期支付户次的年金24a24c24ac242424c242424a24a24

24262.242.241期末付即期年金25a25c25ac252525c252525a25a25

24272.252.252期初付即期年金26a26c26ac262626c262626a26a26

24282.263在每个大于一年的时间间隔内支付一次的年金27a27c27ac272727c272727a27a27

24292.274变动年金28a28c28ac282828c282828a28a28

24302.284.281标准递增年金29a29c29ac292929c292929a29a29

24312.294.292标准递减年金30a30c30ac303030c303030a30a30

24322.305连续年金31a31c31ac313131c313131a31a31

2433小结32a32c32ac323232c323232a32a32

2434习题33a33c33ac333333c333333a33a33

2435第三章债务的偿还34a34c34ac343434c343434a34a34

24363.341等值方程35a35c35ac353535c353535a35a35

24373.352债务的偿还36a36c36ac363636c363636a36a36

2438小结37a37c37ac373737c373737a37a37

2439习题38a38c38ac383838c383838a38a38

2440第四章c随机利率模型39a39c39ac393939c393939a39a39

24414.391随机利率的定义40a40c40ac404040c404040a40a40

24424.402基本模型41a41c41ac414141c414141a41a41

24434.413对数正态模型42a42c42ac424242c424242a42a42

2444小结43a43c43ac434343c434343a43a43

2445习题44a44c44ac444444c444444a44a44

2446第二部分生命的不确定性45a45c45ac454545c454545a45a45

2447第五章生存函数与生命表46a46c46ac464646c464646a46a46

24485.461生存模型47a47c47ac474747c474747a47a47

24495.472一些常用符号48a48c48ac484848c484848a48a48

24505.483取整余寿49a49c49ac494949c494949a49a49

24515.494死亡力50a50c50ac505050c505050a50a50

24525.504.501死亡力的定义51a51c51ac515151c515151a51a51

24535.514.512以死亡力表示余寿的概率密度函数52a52c52ac525252c525252a52a52

24545.524.523几种对死亡律的假设53a53c53ac535353c535353a53a53

24555.535平均余寿54a54c54ac545454c545454a54a54

24565.545.541完全平均余寿55a55c55ac555555c555555a55a55

24575.555.552取整平均余寿56a56c56ac565656c565656a56a56

24585.565.563中值余寿57a57c57ac575757c575757a57a57

24595.576生命表58a58c58ac585858c585858a58a58

24605.586.581概述59a59c59ac595959c595959a59a59

24615.596.592生命表的结构60a60c60ac606060c606060a60a60

24625.606.603随机生存集合61a61c61ac616161c616161a61a61

24635.616.614其他生命函数62a62c62ac626262c626262a62a62

24645.627有关生命函数的计算63a63c63ac636363c636363a63a63

24655.637.631对整数年龄生命函数的计算64a64c64ac646464c646464a64a64

24665.647.642才分数年龄生命函数的计算65a65c65ac656565c656565a65a65

24675.658死亡力与利息力的比较66a66c66ac666666c666666a66a66

24685.669综合生命表和选择生命表67a67c67ac676767c676767a67a67

24695.6710寸额外风险的衡量68a68c68ac686868c686868a68a68

2470小结69a69c69ac696969c696969a69a69

2471习题70a70c70ac707070c707070a70a70

2472第六章死亡保险的精算现值71a71c71ac717171c717171a71a71

24736.711简介72a72c72ac727272c727272a72a72

24746.722保额在死亡发生的当年年末支付73a73c73ac737373c737373a73a73

24756.732.731n年纯粹生存保险74a74c74ac747474c747474a74a74

24766.742.742n年死亡保险75a75c75ac757575c757575a75a75

24776.752.753终身死亡保险76a76c76ac767676c767676a76a76

24786.762.764n年两全保险77a77c77ac777777c777777a77a77

24796.772.775延期m年的n年死亡保险78a78c78ac787878c787878a78a78

24806.782.786延期m年的终身死亡保险79a79c79ac797979c797979a79a79

24816.792.797变动保额的死亡保险80a80c80ac808080c808080a80a80

24826.803保额在死亡之时立即支付81a81c81ac818181c818181a81a81

24836.814连续死亡保险和间断死亡保险的关系82a82c82ac828282c828282a82a82

24846.825循环方程(递推公式)83a83c83ac838383c838383a83a83

2485小结84a84c84ac848484c848484a84a84

2486习题85a85c85ac858585c858585a85a85

2487第七章生存年金的精算现值86a86c86ac868686c868686a86a86

24887.861概述87a87c87ac878787c878787a87a87

24897.872年付一次的不连续生存年金88a88c88ac888888c888888a88a88

24907.882.881年金在被保人存活之年的年末支付89a89c89ac898989c898989a89a89

24917.892.892年金在被保人存活之年的年初支付90a90c90ac909090c909090a90a90

24927.902.903a与a的关系91a91c91ac919191c919191a91a91

24937.913连续的生存年金92a92c92ac929292c929292a92a92

24947.924生存年金和死亡保险之间的关系93a93c93ac939393c939393a93a93

24957.935每年支付m次的年金94a94c94ac949494c949494a94a94

24967.946变动的生存年金95a95c95ac959595c959595a95a95

24977.957精算终值96a96c96ac969696c969696a96a96

24987.968投保年龄为非整数的情况97a97c97ac979797c979797a97a97

2499小结98a98c98ac989898c989898a98a98

2400习题99a99c99ac999999c999999a99a99

2401第八章保费的计算100a100c100ac100100100c100100100a100a100

24028.1001保费的概念和计算基础101a101c101ac101101101c101101101a101a101

24038.1011.1011保费的概念102a102c102ac102102102c102102102a102a102

24048.1021.1022对保费的剖析103a103c103ac103103103c103103103a103a103

24058.1031.1033保费的支付方式104a104c104ac104104104c104104104a104a104

24068.1041.1044保费的计算特点和原则105a105c105ac105105105c105105105a105a105

24078.1052趸缴纯保费的计算106a106c106ac106106106c106106106a106a106

24088.1063定期缴纳的均衡纯保费107a107c107ac107107107c107107107a107a107

24098.1073.1071自然保费和均衡保费108a108c108ac108108108c108108108a108a108

24108.1083.1082均衡纯保费计算的一般原理109a109c109ac109109109c109109109a109a109

24118.1093.1093死亡保险的年均衡纯保费110a110c110ac110110110c110110110a110a110

24128.1103.1104年金保险的年均衡纯保费的计算111a111c111ac111111111c111111111a111a111

24138.1113.1115每年缴纳数次的均衡纯保费的计算112a112c112ac112112112c112112112a112a112

24148.1123.1126P和P(m)的关系113a113c113ac113113113c113113113a113a113

24158.1133.1137比例纯保费114a114c114ac114114114c114114114a114a114

24168.1144费用负荷毛保费的计算115a115c115ac115115115c115115115a115a115

24178.1154.1151费用分析116a116c116ac116116116c116116116a116a116

24188.1164.1162均衡费用负荷毛保费的计算117a117c117ac117117117c117117117a117a117

24198.1175毛保费的计算118a118c118ac118118118c118118118a118a118

24208.1186毛保费率119a119c119ac119119119c119119119a119a119

2421小结120a120c120ac120120120c120120120a120a120

2422习题121a121c121ac121121121c121121121a121a121

2423第九章理论储备金122a122c122ac122122122c122122122a122a122

24249.1221储备金的性质123a123c123ac123123123c123123123a123a123

24259.1232纯保费储备金的计算124a124c124ac124124124c124124124a124a124

24269.1242.1241未来法125a125c125ac125125125c125125125a125a125

24279.1252.1252过去法126a126c126ac126126126c126126126a126a126

24289.1262.1263年缴费数次的真实纯保费储备金的计算127a127c127ac127127127c127127127a127a127

24299.1272.1274一些关系式128a128c128ac128128128c128128128a128a128

2430