| 随机利率下的连续型终身增额寿险 |
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| 引用本文： | 赵伟,;武力兵,;沙秋夫. 随机利率下的连续型终身增额寿险[J]. 鞍山钢铁学院学报, 2008, 0(6): 606-610 |
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| 作者姓名： | 赵伟, 武力兵, 沙秋夫 |
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| 作者单位： | [1]鞍山师范学院高等职业技术学院,辽宁鞍山114015; [2]辽宁科技大学理学院,辽宁鞍山114051 |
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| 摘 要： | 寿险中的随机利率问题，是近来保险精算研究的热点和重点问题之一。以即时赔付的连续型终身增额寿险为对象，对随机利率采用Gauss过程建模，Gauss过程与Poisson过程联合建模，研究赔付现值的各阶矩。并在De Movie假设下，给出其简洁表达式。
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| 关 键 词： | 随机利率 赔付现值 增额寿险 精算学 终身寿险 |
Increasing continuous whole payment life insurance with stochastic interest |
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| Affiliation: | ZHAO Wei, WU Li-bing, SA Qiu-fu ( 1. Higher Vocational and Technical College, Anshan Normal College, Anshan 114015, China; 2. School of Science, University of Science and Technology Liaoning, Anshan 114051, China) |
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| Abstract: | The study of interest randomness is one of the hot and major issures of actuarial science in recent years. For increasing continuous whole payment life insurance, the model for stochastic interest was established by Gauss process,which was also established by combining Gauss process and Poisson process. Then all order moments of payable present value of immediately payable increasing life insurance were studied. Finally, the concise expressions are given in the hypothesis of De Moivre. |
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| Keywords: | stochastic interest payable present value increasing payment life insurance actuarial mathematics whole life insurance |
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