การคำนวณค่าอัตราเบี้ยประกันชีวิตเมื่ออัตรามรณะและอัตราดอกเบี้ยเป็นแบบเฟ้นสุ่มโดยใช้ตัวแบบการถดถอยฟัซซี

• Main Author: ชวนภ อิ่มแสงจันทร์
• Other Authors: สุวาณี สุรเสียงสังข์
• Format: Theses and Dissertations
• Language: Thai
• Published: จุฬาลงกรณ์มหาวิทยาลัย 2009
• Subjects: ประกันชีวิต; ประกันชีวิต > เบี้ยประกันภัย; คณิตศาสตร์แบบฟัสซี
• Online Access: https://digiverse.chula.ac.th/Info/item/dc:28285
• Institution: Chulalongkorn University

This research aims to create a model to calculate and compare the net single premium of the term life insurance and the endowment life insurance, which is divided into 4 cases. Case 1 is based on the deterministic mortality rate and the interest rate. Case 2 is based on the deterministic mortality rate and the stochastic interest rate using fuzzy regression model. Case 3 is based on the stochastic mortality rate using fuzzy regression model and the deterministic interest rate. Case 4 is based on the stochastic mortality and interest rates using fuzzy regression models. Data used in the study are the number of population and the number of death by age and sex of the year 1998-2008 from the Ministry of Interior and the Ministry of Public Health respectively. Moreover the data on Government bond prices of the year 2009 from the Thai Bond Market Association. The results showed that the net single premium of the term life insurance and the endowment life insurance in case 1 are deterministic which are difference from the other 3 remaining cases, where give the interval of premium rates. When comparing the premium of the 4 cases showed that the rate of premium in case 4, the cover than the rate of premium in case 1 case 2 and case 3. Moreover it is founded that the age of the insured higher the width of the premium is also higher