《保险研究》20210204-《夫妻联合长期护理保险的定价模型与应用》（李云龙、王晓军）

［摘   要］在人口老龄化和人口长寿背景下,社会对老年长期护理保障的需求不断增长,基于家庭保障的理念,本文将多元寿险模型推广到夫妻联合长期护理保险,构建了健康、轻度失能、重度失能和死亡的马尔科夫四状态转移模型,并在联合个体状态转移相互独立的假设下给出了夫妻联合长期护理保险定价模型。最后基于中国老年健康影响因素跟踪调查微观数据,实现了对夫妻联合长期护理保险净保费的计算,得出夫妻联合长期护理保险的保障成本更低的结论。

［关键词］长期护理保险；马尔科夫模型；多元生命模型；定价模型

［基金项目］教育部哲学社会科学研究重大课题攻关项目“健康中国2030背景下的健康老龄化体系优化研究”(20JZD023)。

［作者简介］李云龙,中国人民大学统计学院博士研究生,研究方向:风险管理与精算学；王晓军(通讯作者),中国人民大学应用统计科学研究中心研究员,统计学院院长,教授,博士生导师,研究方向:风险管理与保险精算。

Pricing Model and Application of Couple′s Joint Long-term Care Insurance

LI Yun-long,WANG Xiao-jun

Abstract：In the context of population aging and population longevity,the society′s diverse demands for long-term care insurance for the elderly are increasing.Based on the concept of family security,this article extended the multi-life insurance model to couple′s joint long-term care insurance and constructed a four-state transition Markov model,including healthy,mildly disabled,severe disabled and death states.Under the assumption that the state transitions of joint individuals were independent of each other,the pricing model of the couple′s joint long-term care insurance was given.Finally,based on the micro-data from the tracking survey of China′s elderly health influencing factors,the net premiums of the couple′s joint long-term care insurance were calculated,and reached the conclusion that the couple′s joint long-term care insurance had a lower insurance cost.

Key words：long-term care insurance;Markov model;multiple life model;pricing model