리스크 분석을 통한 위험률 안전할증 산출 방법 연구

Abstract

Mortality and morbidity rates on which insurance is based are created by statistics. Safety margin is added to prevent risk because of future uncertainty when mortality and morbidity rate are created. Safety margin is calculated by statistical method using standard deviations in current insurance industry. However, safety margin may not be enough for risk caused from incident rate's trend.So, in this study we classify risks that incident rate can have into 4 cases, level risk, general trend risk, volatility risk, and calamity risk. We show how to calculate level risk and trend risk and how to calculate safety margin based on level risk and general trend risk. We give a concert example with cancer incident rate.Since we make safety margin based on analysis and measurement of risks of mortality and morbidity rates, our safety margin is better than current safety margin in mortality and morbidity rates management.