| 随机利率下的纯保费精算 |
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| 引用本文： | 张申媛. 随机利率下的纯保费精算[J]. 上海电力学院学报, 2007, 23(3): 279-280,283 |
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| 作者姓名： | 张申媛 |
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| 作者单位： | 上海电力学院,数理系,上海,200090 |
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| 摘 要： | 对寿险中的利率随机性问题的研究是近几年来保险精算研究的热点和重点问题之一.对随机利率采用Gauss过程建模和反射的布朗过程建模,得出即刻给付的n年期定期寿险的纯保费精算现值.
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| 关 键 词： | 精算学 寿险 随机利率 纯保费 |
| 文章编号： | 1006-4729（2007）03-0279-02 |
| 收稿时间： | 2006-12-26 |
| 修稿时间： | 2006-12-26 |
The Actuarial Mathematics of Net Single Premium Under Random Interest Rate |
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| ZHANG Shen-yuan. The Actuarial Mathematics of Net Single Premium Under Random Interest Rate[J]. Journal of Shanghai University of Electric Power, 2007, 23(3): 279-280,283 |
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| Authors: | ZHANG Shen-yuan |
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| Affiliation: | Dept. Of Mathematics and Physics, Shanghai University of Electric Power, Shanghai 200090, China |
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| Abstract: | The study of interest randomness is one of the heated and major problems of actuarial science in recent years.Under random interest rate is modeled with a Gauss process and a reflected Brownian,and the actuarial formula of pure premium of insurance model is discussed. |
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| Keywords: | actuarial mathematics life insurance random interest rate net single premium |
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