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本文关注多生命模型的敏感性分析。我们主要考虑两种多生命模型:联合生命模型与最后生存者模型。文中分析了个体相关性结构对两种模型下净保费的影响并得到了相关的理论结果。文中的数值结果体现了相关性结构对净保费产生的重要影响。
This article focuses on the sensitivity analysis of multi-life models. We mainly consider two kinds of multi-life model: joint life model and the last survivor model. The paper analyzes the influence of individual correlation structure on the net premium under the two models and obtains the related theoretical results. The numerical results in the paper show that the correlation structure has a significant impact on net premiums.