保 险 精 算 东南大学医疗保险系 张华 Tel：83272575 E-mail:happyzhanghua163.comQQ:807741719Date1第一节 精算概论 内容概要 认识精算学 国外的精算组织与我国的精算事业 课程的内容体系 参考书目Date2认识精算学精算学是通过引入适当的随机变量，应用高 等数学、概率论和数理统计等工具，结合保险 学、金融学、会计等领域来对风险的集中和分 散进行研究的一门实用性很强的边缘学科。 精算学始于：1693年 精算理论的应用领域:寿险与年金、财产与责 任险、 团体健康险、 金融、投资等.Date3 An actuary is a business professional who analyzes the financial consequences of risk. Actuaries use mathematics, statistics and financial theory to study uncertain future events, especially those of concern to insurance and pension programs. They evaluate the likelihood of those events, design creative ways to reduce the likelihood and decrease the impact of adverse events that actually do occur.Date4保险精算学：以数学、保险学、金融学、经济学和计算机技 术为基础，对保险经营管理的各个环节进行定 量分析，研究风险的损失分布规律、保险费率 的厘定、保险准备金的提取、再保险费率的厘 定及寿险保单的现金价值等相关内容的学科。1、划分：寿险与非寿险精算学 2、保险精算学与其他学科的关系Date5寿险与非寿险精算学 寿险精算学：在对死亡率研究的基础上，考虑资金投资 利率，按照寿险合同对保险种类、保险金额、保险期限 、保险费缴纳方式以及保险人的经营费用的规定等，预 先对投保人须交纳的保费水平（随机变量）、责任准备 金以及保单的现值价值（现值函数）进行科学准确的计 算。 非寿险精算：主要是确定自然灾害和意外事故的损失。 与寿险不同的是，它没有像生命表那样相对稳定的损失 分布。所以非寿险精算始终把损失发生的频率、损失发 生的幅度以及损失的控制作为它的研究重心。Date6保险精算学与其他学科的关系 与统计学的关系：精算学是利用统计方法，根据经验 数据来分析问题和预测未来发展趋势。 与投资学的关系：精算的生命力在于应用数学方法处 理经济问题，所以精算学在投资领域的应用越来越有优 势。 与财务和会计学的关系：财务风险管理 与金融和保险学的关系：根据保险学的基本原理科 学定量地分析保险业务，并大量使用金融工具对保险公 司进行有效的金融管理。Date7国外的精算组织与我国的精算事业精算职业团体最早产生于英国，1998年是其150周年纪念. 国际上著名的精算学会有：北美精算学会、英国精算学会、日本精算学会和澳大利亚精算学会，不同的精算师学会具有不同的资格认证和考试课程和制度。Date8 国际精算协会 International Actuarial Association 北美精算师协会 Society of Actuaries 美国精算师学会 American Academy of Actuaries 加拿大精算师协会 Canadian Institute of Actuaries 英国精算师协会 Association of Consulting ActuariesDate9Date10SOA Overview The Society of Actuaries (SOA) is the largest professional organization dedicated to serving 21,000 actuarial members and the public in the United States, Canada and worldwide. The SOAs vision is for actuaries to be the leading professionals in the measurement and management of risk. Date11The SOA is committed to: EducationProviding basic education in the fundamental principles of actuarial science, advanced education, professional development and continuing education for practicing actuaries. ResearchConducting research to develop studies of historical experience and techniques for projections into the future, analyzing the actuarial aspects of public policy issues and providing the foundation for further expansion of the profession. The ProfessionPromoting high standards of professional competence and conduct within the actuarial profession. Date12 An Associate of the Society of Actuaries (ASA) has demonstrated knowledge of the fundamental concepts and techniques for modeling and managing risk. The ASA has also learned the basic methods of applying those concepts and techniques to common problems involving uncertain future events, especially those with financial implications. The ASA has also completed a professionalism course covering the professional code of conduct and the importance of adherence to recognized standards of practice. Date13 A Fellow of the Society of Actuaries (FSA) has demonstrated knowledge of the business environments within which financial decisions concerning retirement benefits, life insurance, annuities, health insurance, investments, finance, and enterprise risk management are made, including the application of advanced concepts and techniques for modeling and managing risk. The FSA has further demonstrated an in-depth knowledge of the application of appropriate concepts and techniques to a specific area of actuarial practice.Date14List of Exams P* Probability Various FM* Financial Mathematics Spring & Fall MFE Actuarial Models Financial Economics Spring & Fall MLC Actuarial Models Life Contingencies Spring & Fall C* Construction and Evaluation of Actuarial Models Spring & FallDate15 FSA Component Advanced Finance and Enterprise Risk ManagementSpring Advanced Portfolio Management Spring Financial Economic Theory (Fin/ERM/Inv) Fall Group and Health Company/Sponsor Perspective (CSP) Exam Spring Group and Health Design and Pricing (DP)Fall Individual Life and Annuities Company/Sponsor Perspective (CSP) (U.S. and Canada) Spring Individual Life and Annuities Design and Pricing (DP) (U.S. and Canada) Fall Retirement Benefits Company/Sponsor Perspective ( CSP) (U.S. and Canada) Spring Retirement Benefits Design and Pricing (DP) (U.S. and Canada) Fall Date16 Other Offerings EA-1Spring EA-2, A Enrolled Actuaries Pension Examination, Segment A Fall EA-2, B Enrolled Actuaries Pension Examination, Segment B Spring Date17SOA 简介 http:/www.soa.org 北美精算师协会（Society of Actuaries， 简 称SOA）是在国际上最具代表性和权威性，规模 最大、拥有最多会员的精算师组织。创立于1949 年，总部设在芝加哥。 SOA的主要任务是提供人寿保险、健康保险、员 工福利和养老金领域的精算教育计划，以继续教 育方式提高精算师的咨询和解决涉及不确定事件 的金融、保险、财务及社会问题的能力。Date18 北美精算师协会的精算师资格分为准精算师 (ASA Associate of the Society of Actuaries )资格和正式精算师(FSA Fello