보험상품 포트폴리오의 수익성분석

Abstract

This paper introduces the basic formular to profit analysis. With the real data of mortality, interest, lapse ratio, expenses and tax, the profit of life insurance product portfolio is analyzed in the different scenarios. This paper shows sensitivity analysis of profit as interest, mortality, lapse ratio, expenses and discount rate change. In this paper the portfolio of whole life insurance in force and annuity in force is used to show the profit analysis of the life insurance business. This paper is focused on the importance of the profit of the life insurance product when actuaris design the insuranc products. This paper can be modified and used for the calculation of the life insurance premiums with profit objectives and profit test of life insurance product. Using the methods in this paper, premiums are then adjusted to meet the desired profit objectives.