| 具有住房反抵押选择权的长期护理保险定价研究 |
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| 引用本文： | 周海珍,彭晓鹏,陈秉正. 具有住房反抵押选择权的长期护理保险定价研究[J]. 财经论丛, 2016, 0(9): 46-52. DOI: 10.3969/j.issn.1004-4892.2016.09.006 |
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| 作者姓名： | 周海珍 彭晓鹏 陈秉正 |
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| 作者单位： | 1. 浙江财经大学金融学院,浙江 杭州,310018;2. 清华大学经管学院,北京,100084 |
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| 基金项目： | 周海珍(1972-)，女;浙江文成人;浙江财经大学金融学院副教授;博士，彭晓鹏;(1993-)，男;陕西宝鸡人;清华大学经管学院博士生，陈秉正(1957-)，男;北京市人;清华大学经管学院教授。 |
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| 摘 要： | 本文在长期护理保险中嵌入住房反抵押贷款选择权，提出一个新的长期护理保险产品方案，并给出其定价模型。同时，根据对未来房屋价值、利率、死亡率等因素的预测，模拟计算具有住房反抵押选择权的长期护理保险的合约费以及可获得的给付金额。研究结果表明，与一般长期护理保险产品相比，具有住房反抵押贷款选择权的长期护理保险可以以当前相对较低的合约费为未来出现生活不能自理状态的老年人提供较多的收入，并可保留房屋的使用权至终生。
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| 关 键 词： | 长期护理保险 住房反抵押选择权 保险合约 定价模型 |
Pricing of Long-Term Care Insurance with Embedded Reverse Mortgage Option |
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| ZHOU Hai-zhen,PENG Xiao-peng,CHEN Bing-zheng. Pricing of Long-Term Care Insurance with Embedded Reverse Mortgage Option[J]. Collected Essays On Finance and Economics, 2016, 0(9): 46-52. DOI: 10.3969/j.issn.1004-4892.2016.09.006 |
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| Authors: | ZHOU Hai-zhen PENG Xiao-peng CHEN Bing-zheng |
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| Abstract: | The article proposes a new product program-long-term care insurance with embedded reverse mortgage option, and designs its pricing model. Moreover, the article simulates the contract fees of insurance product and the amount of insur-ance payments yearly by making use of existing real estate prices, interest rates and mortality data. The result shows that com-pared with an ordinary long-term care insurance, this product can provide for the disabled elderly people an income at relative-ly low contract costs, and can keep the housing tenure. |
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| Keywords: | long-term care insurance reverse mortgage option insurance contract pricing model |
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