# 다중탈퇴모형과 절대탈퇴모형에서 전환 공식의 일반화

Lee, Hang-Suck
이항석

• Published : 2008.10.31
• 75 14

#### Abstract

Researches on conversion formulas between multiple decrement models and the associated single decrement models have focused on calculating yearly-based conversion formulas. In practice, actuaries may be more interested in monthly-based conversion formulas. Multiple decrement tables and their associated single decrement tables consist of yearly-based rates of multiple decrements and absolute rates of decrements, respectively. This paper derives conversion formulas from yearly-based absolute rates of decrements to monthly-based rates of decrement due to cause j under the uniform distribution of decrements(UDD). Next, it suggests conversion formulas from monthly-based absolute rates of decrements to monthly-based rates of decrement due to cause j under UDD. In addition, it calculates conversion formulas from yearly-based rates of decrement due to cause j to the corresponding absolute rates of decrements under UDD or constant force assumption. Some numerical examples are discussed.

#### Keywords

Absolute rates of decrements;rates of decrement due to cause j;uniform distribution of decrements;constant force assumption

#### References

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