Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Designing a life actuarial model with reflection of mortality differential by marital status

혼인상태별 사망률의 차이를 반영한 생명보험수리 모형의 설계

  • Kwon, Hyuk Sung (Department of Statistics and Actuarial Sciences, Soongsil University) ;
  • Kim, Jung Eun (Department of Statistics and Actuarial Sciences, Soongsil University)
  • 권혁성 (숭실대학교 정보통계.보험수리학과) ;
  • 김정은 (숭실대학교 정보통계.보험수리학과)
  • Received : 2013.04.18
  • Accepted : 2013.05.20
  • Published : 2013.05.31
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Abstract

Various risk factors other than age and sex affecting human mortality have been identified and quantitatively analyzed by previous studies in many area of research. Marital status is one of key mortality risk factors which affect life expectancy directly or indirectly. Relevant results have implication on risk management for both of social and private insurance. In this paper, a mortality model to reflect mortality differential according to marital status and possible transitions among marital status is designed. Various actuarial calculations were performed and related issues were discussed.

현재까지 인간 수명에 영향을 미치는 요소와 해당 요소가 수명에 미치는 영향을 계량적으로 분석하는 연구들이 지속적으로 이루어져 왔고, 그 결과 성별과 연령 이외의 많은 요소들이 실제로 수명에 유의한 영향을 미치는 요인으로 나타났다. 혼인상태는 그러한 요인들 중 하나로, 직접 또는 간접적으로 생존자의 여명에 영향을 끼치는 것으로 인지되고 있다. 이러한 결과는 공적보험과 같은 사회복지 제도와 사보험 영역의 생명보험과 개인연금의 위험관리에 시사점을 제공해 준다. 본 연구에서는 국내의 혼인상태별 사망률 자료를 이용하여 혼인상태의 변화를 반영한 사망률 모형을 설계하고 혼인상태가 보험수리적 계산에 미치는 영향을 파악하고, 그 결과가 나타내는 시사점에 대하여 논의하였다.

Keywords

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