Dabrowska tahmin yöntemiyle çoklu hayat ürünlerinin fiyatlandırılması

Yıl 2023, Cilt: 16 Sayı: 1, 26 - 38, 29.06.2023

Tuğba Aktaş , Emel Kızılok Kara , Meral Sucu

Öz

Bu çalışmada Kaplan-Meier yöntemi kullanılarak, çoklu hayat ürünlerine ilişkin fiyatlandırma yapılmıştır. Bu amaçla, Kanada sigorta verilerinden yararlanılarak ortak yaşamların ölümlülük yapısı incelenmiştir. Bireylerin gelecek yaşam sürelerinin bağımlı ve bağımsız olduğu varsayımı altında, annüite ve sigorta ürünlerinin net tek primleri ile bireylerin bağımlılık durumuna göre net yıllık prim tutarları elde edilmiştir. Sonuç olarak, bağımlılığın sigorta ürünleri üzerindeki etkisi gösterilmiştir.

Anahtar Kelimeler

Bağımlılık, Çoklu hayat ürünleri, Dabrowska tahmini, Kaplan-Meier yöntemi, Prim

Pricing of multiple life products by Dabrowska estimation method

Öz

In this study, pricing of multiple life products is performed using the Kaplan-Meier method. For this purpose, the mortality structure of joint lives is analysed using Canadian insurance data. Under the assumption that individuals' future life times are dependent and independent, net single premiums of annuities and insurance products and net annual premiums according to the dependency status of individuals are obtained. are calculated. As a result, the effect of dependency on insurance products is shown.

Anahtar Kelimeler

Dependency, Multiple life products, Dabrowska estimation, Kaplan-Meier method, Premium

Kaynakça

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