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寿险公司经营人寿保险是以人的身体或生命为保险标的,与非寿险相比,具有特殊的死亡率风险。本文从寿险公司基础风险的角度出发研究死亡率风险,并对其进行量化,提出死亡率持续期的度量方法,进而从资产负债管理的层面提出解决方法。最后总结国外死亡率风险管理办法并进行借鉴总结,给国内寿险公司死亡率风险管理提出意见。
Life insurance company life insurance is based on the human body or life as the subject of insurance, compared with non-life insurance, with a special risk of mortality. This paper studies the risk of mortality from the perspective of life insurance company’s basic risk and quantifies it. The paper proposes a measure of the duration of mortality, and then puts forward the solution from the aspect of asset-liability management. Finally, summarize the risk management methods of foreign mortality and draw lessons from them, and give advice on the risk management of the mortality of the domestic life insurance companies.