モデル3 - 医療保険¶
複数商品を管理し、またEV(エンベデッドヴァリュー)の計算ができる本格的なモデルです。
チュートリアル3 で説明しています。
このファイルでは、医療保険のモデルを記述しています。
医療保険¶
calculation Medical(Base) {
// Ｐ基礎基数
module CT_P{
double CIR = Asm.get_double("CIR_P")
double[] qx =
if (sex == "M"){ Asm.get_double("qx_m_SLT1996", x) }
else { Asm.get_double("qx_f_SLT1996", x) }
double[] qx_hosp = if (sex == "M"){ Asm.get_double("qx_hosp_m", x) }
else { Asm.get_double("qx_hosp_f", x) }
double[] Tx_hosp = if (sex == "M"){ Asm.get_double("Tx_hosp_m", x) }
else { Asm.get_double("Tx_hosp_f", x) }
double[] qx_acci = if (sex == "M"){ Asm.get_double("qx_acci_m", x) }
else { Asm.get_double("qx_acci_f", x) }
double[] Tx_acci = if (sex == "M"){ Asm.get_double("Tx_acci_m", x) }
else { Asm.get_double("Tx_acci_f", x) }
double[] qx_surg = if (sex == "M"){ Asm.get_double("qx_surg_m", x) }
else { Asm.get_double("qx_surg_f", x) }
double[] Tx_surg = 20.0
double[] Cx_hosp = Dx(x) * qx_hosp(x) * Tx_hosp(x) * (v ^ 0.5) * (1 - qx(x) * 0.5)
double[] Cx_acci = Dx(x) * qx_acci(x) * Tx_acci(x) * (v ^ 0.5) * (1 - qx(x) * 0.5)
double[] Cx_surg = Dx(x) * qx_surg(x) * Tx_surg(x) * (v ^ 0.5) * (1 - qx(x) * 0.5)
double[] Mx_hosp =
if (x >= Util.max_x) { Cx_hosp(x) }
else { Cx_hosp(x) + Mx_hosp(x + 1) }
double[] Mx_acci =
if (x >= Util.max_x) { Cx_acci(x) }
else { Cx_acci(x) + Mx_acci(x + 1) }
double[] Mx_surg =
if (x >= Util.max_x) { Cx_surg(x) }
else { Cx_surg(x) + Mx_surg(x + 1) }
}
// Ｖ基礎基数
module CT_V{
double CIR = Asm.get_double("CIR_V")
double[] qx =
if (sex == "M"){ Asm.get_double("qx_m_SLT1996", x) }
else { Asm.get_double("qx_f_SLT1996", x) }
double[] qx_hosp = if (sex == "M"){ Asm.get_double("qx_hosp_m", x) }
else { Asm.get_double("qx_hosp_f", x) }
double[] Tx_hosp = if (sex == "M"){ Asm.get_double("Tx_hosp_m", x) }
else { Asm.get_double("Tx_hosp_f", x) }
double[] qx_acci = if (sex == "M"){ Asm.get_double("qx_acci_m", x) }
else { Asm.get_double("qx_acci_f", x) }
double[] Tx_acci = if (sex == "M"){ Asm.get_double("Tx_acci_m", x) }
else { Asm.get_double("Tx_acci_f", x) }
double[] qx_surg = if (sex == "M"){ Asm.get_double("qx_surg_m", x) }
else { Asm.get_double("qx_surg_f", x) }
double[] Tx_surg = 20.0
double[] Cx_hosp = Dx(x) * qx_hosp(x) * Tx_hosp(x) * (v ^ 0.5) * (1 - qx(x) * 0.5)
double[] Cx_acci = Dx(x) * qx_acci(x) * Tx_acci(x) * (v ^ 0.5) * (1 - qx(x) * 0.5)
double[] Cx_surg = Dx(x) * qx_surg(x) * Tx_surg(x) * (v ^ 0.5) * (1 - qx(x) * 0.5)
double[] Mx_hosp =
if (x >= Util.max_x) { Cx_hosp(x) }
else { Cx_hosp(x) + Mx_hosp(x + 1) }
double[] Mx_acci =
if (x >= Util.max_x) { Cx_acci(x) }
else { Cx_acci(x) + Mx_acci(x + 1) }
double[] Mx_surg =
if (x >= Util.max_x) { Cx_surg(x) }
else { Cx_surg(x) + Mx_surg(x + 1) }
}
// レート計算
module Rate{
// 予定事業費
double gamma = 0.0
double alpha = 0.0
double beta = 0.1
double zill_alpha = alpha
// 保険料
double grossP = baseP * 12.0
double baseP =
( benefitPV_P(0) + alpha + CT_P.annuity_xn(x, n) * gamma )
/ ( (1.0 - beta) * CT_P.annuity_xn_12(x, m) * 12.0 )
// 純保険料
double netP_P = ( benefitPV_P(0) + alpha + CT_P.annuity_xn(x, n) * gamma )
/ CT_P.annuity_xn(x, m)
double netP_V = ( benefitPV_V(0) + alpha + CT_V.annuity_xn(x, n) * gamma )
/ CT_V.annuity_xn(x, m)
// 経過ｔ年での給付現価
double[] benefitPV_P = if (t > n) { 0.0 }
elseif ( CT_P.Dx(x + t) <= 0.0) { 0.0 }
else { ( CT_P.Mx_hosp(x + t) - CT_P.Mx_hosp(x + n) +
CT_P.Mx_acci(x + t) - CT_P.Mx_acci(x + n) +
CT_P.Mx_surg(x + t) - CT_P.Mx_surg(x + n) )
/ CT_P.Dx(x + t) }
double[] benefitPV_V = if (t > n) { 0.0 }
elseif ( CT_V.Dx(x + t) <= 0.0) { 0.0 }
else { ( CT_V.Mx_hosp(x + t) - CT_V.Mx_hosp(x + n) +
CT_V.Mx_acci(x + t) - CT_V.Mx_acci(x + n) +
CT_V.Mx_surg(x + t) - CT_V.Mx_surg(x + n) )
/ CT_V.Dx(x + t) }
// NetV, 解約返戻金、全チルV
double[] netV_P =
if (t == 0 || t > n) { 0.0 }
elseif ( CT_P.Dx(x + t) <= 0.0) { 0.0 }
else { Utl.max( benefitPV_P(t)
+ CT_P.annuity_xn(x + t, n - t) * gamma
- CT_P.annuity_xn(x + t, m - t) * netP_P
, 0.0 )
}
double[] netV_V =
if (t == 0 || t > n) { 0.0 }
elseif ( CT_V.Dx(x + t) <= 0.0) { 0.0 }
else { Utl.max( benefitPV_V(t)
+ CT_V.annuity_xn(x + t, n - t) * gamma
- CT_V.annuity_xn(x + t, m - t) * netP_V
, 0.0 )
}
double[] CV =
if (t < 10) { Utl.max( netV_P(t) - zill_alpha * (10.0 - t) / 10.0, 0.0) }
else { netV_P(t) }
double[] azilV_V =
if (t < m)
{ netV_V(t)
- zill_alpha * CT_V.annuity_xn(x + t, m - t) / CT_V.annuity_xn(x, m)
}
else { netV_V(t) }
}
// キャッシュフロー
module CashFlow{
// 前提（死亡率・発生率・解約率・選択効果）
double[] qx_crude =
if (t == 0) { 0.0 }
elseif (sex == "M") { Asm.get_double("qx_m_SLT1996", x + t - 1) }
else { Asm.get_double("qx_f_SLT1996", x + t - 1) }
double[] qwx_crude = Asm.get_double("qwx_crude_Medical", t)
double[] qx_hosp_crude = if (t == 0) { 0.0 }
elseif (sex == "M") { Asm.get_double("qx_hosp_m", x + t - 1) }
else { Asm.get_double("qx_hosp_f", x + t - 1) }
double[] Tx_hosp = if (t == 0) { 0.0 }
elseif (sex == "M") { Asm.get_double("Tx_hosp_m", x + t - 1) }
else { Asm.get_double("Tx_hosp_f", x + t - 1) }
double[] qx_acci_crude = if (t == 0) { 0.0 }
elseif (sex == "M") { Asm.get_double("qx_acci_m", x + t - 1) }
else { Asm.get_double("qx_acci_f", x + t - 1) }
double[] Tx_acci = if (t == 0) { 0.0 }
elseif (sex == "M") { Asm.get_double("Tx_acci_m", x + t - 1) }
else { Asm.get_double("Tx_acci_f", x + t - 1) }
double[] qx_surg_crude = if (t == 0) { 0.0 }
elseif (sex == "M") { Asm.get_double("qx_surg_m", x + t - 1) }
else { Asm.get_double("qx_surg_f", x + t - 1) }
double[] Tx_surg = 20.0
double[] selection_factor = Asm.get_double("selection_factor_death", t)
double[] selection_factor_medical = Asm.get_double("selection_factor_medical", t)
// コミッション
double comm_ratio_first = Asm.get_double("comm_ratio_first")
double comm_ratio_recur = Asm.get_double("comm_ratio_recur")
double comm_ratio_year = Asm.get_double("comm_ratio_year")
// 給付の定義
double[] death_benefit_perS = 0.0
double[] surrender_benefit_perS =
if (t == 0 || t > n) { 0.0 }
else { Rate.CV(t) }
double[] endow_benefit_perS = 0.0
// 医療給付の定義
double[] qx_hosp_base = qx_hosp_crude(t) * selection_factor_medical(t)
double[] qx_acci_base = qx_acci_crude(t) * selection_factor_medical(t)
double[] qx_surg_base = qx_surg_crude(t) * selection_factor_medical(t)
double[] qx_hosp = qx_hosp_base(t) * (1.0 + morb_shock) * (1.0 + morb_shock_ex)
double[] qx_acci = qx_acci_base(t) * (1.0 + morb_shock) * (1.0 + morb_shock_ex)
double[] qx_surg = qx_surg_base(t) * (1.0 + morb_shock) * (1.0 + morb_shock_ex)
double[] dx_hosp = lx_beg(t) * qx_hosp(t) * (1.0 - qx(t) / 2.0) * (1.0 - qwx(t) / 2.0)
double[] dx_acci = lx_beg(t) * qx_acci(t) * (1.0 - qx(t) / 2.0) * (1.0 - qwx(t) / 2.0)
double[] dx_surg = lx_beg(t) * qx_surg(t) * (1.0 - qx(t) / 2.0) * (1.0 - qwx(t) / 2.0)
double[] medical_benefit_hosp = S * dx_hosp(t) * Tx_hosp(t)
double[] medical_benefit_acci = S * dx_acci(t) * Tx_acci(t)
double[] medical_benefit_surg = S * dx_surg(t) * Tx_surg(t)
double[] medical_benefit = medical_benefit_hosp(t) + medical_benefit_acci(t) + medical_benefit_surg(t)
// ユニットコスト
double expense_acq_perN = Asm.get_double("expense_acq_perN_medical")
double expense_acq_perS = Asm.get_double("expense_acq_perS_medical")
double expense_acq_perP = Asm.get_double("expense_acq_perP_medical")
double expense_maint_paying_perS = Asm.get_double("expense_maint_paying_perS_medical")
double expense_maint_paying_perN = Asm.get_double("expense_maint_paying_perN_medical")
double expense_maint_paid_perS = Asm.get_double("expense_maint_paid_perS_medical")
double expense_maint_paid_perN = Asm.get_double("expense_maint_paid_perN_medical")
double expense_maint_perP = Asm.get_double("expense_maint_perP_medical")
}
}