| 随机利率下的联合生命保险精算模型 |
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| 引用本文： | 胡远波,梁亦孔. 随机利率下的联合生命保险精算模型[J]. 上海工程技术大学学报, 2009, 23(3): 260-262. DOI: 10.3969/j.issn.1009-444X.2009.03.018 |
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| 作者姓名： | 胡远波 梁亦孔 |
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| 作者单位： | 上海工程技术大学,基础教学学院,上海,201620 |
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| 摘 要： | 以反射布朗运动和负二项分布为基础建立随机利率模型,并在该随机利率模型下对联合生命保险进行讨论.得到了联合生命保险在UDD假设下的趸缴纯保费,生存年金的精算现值以及均衡纯保费具体表达式.
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| 关 键 词： | 反射布朗运动 联合生命保险 随机利率 |
Actuarial Model of Combined Life Insurance with Stochastic Interest Rate |
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| HU Yuan-bo,LIANG Yi-kong. Actuarial Model of Combined Life Insurance with Stochastic Interest Rate[J]. Journal of Shanghai University of Engineering Science, 2009, 23(3): 260-262. DOI: 10.3969/j.issn.1009-444X.2009.03.018 |
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| Authors: | HU Yuan-bo LIANG Yi-kong |
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| Affiliation: | (College of Fundamental Studies, Shanghai University of Engineering Science, Shanghai 201620, China) |
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| Abstract: | A model of stochastic interest rate was established by reflected Brownian motion and negative binomial distribution. Based on the stochastic interest rate model, the combined life insurance was discussed. Under the assumption of UDD, the formulas of actuarial present value for combined life insurance and life annuity were given. |
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| Keywords: | reflected Brownian motion combined life insurance stochastic interest rate |
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