| 随机利率下寿险组合精算现值模型研究 |
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| 引用本文： | 关清元,陶菊春. 随机利率下寿险组合精算现值模型研究[J]. 佳木斯工学院学报, 2009, 0(6): 933-935 |
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| 作者姓名： | 关清元 陶菊春 |
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| 作者单位： | 西北师范大学数学与信息科学学院,甘肃兰州730070 |
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| 摘 要： | 对随机利率作了相关分析,针对三种不同的随机利率假设,得到了相应的寿险精算现值模型及其性质.进而根据组合理论,获得了多种寿险组合精算现值模型.
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| 关 键 词： | 随机利率 组合理论 寿险组合 精算现值模型 |
Actuarial Present Value Model of Life Insurance Portfolio under Stochastic Interest Rate |
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| GUAN Qing-yuan,TAO Ju-chun. Actuarial Present Value Model of Life Insurance Portfolio under Stochastic Interest Rate[J]. , 2009, 0(6): 933-935 |
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| Authors: | GUAN Qing-yuan TAO Ju-chun |
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| Affiliation: | (Mathematic information college,Northwest Normal University,Lanzhou 730070,China) |
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| Abstract: | This paper made a correlation analysis of the stochastic interest rate,for three different types of stochastic interest rate assumption has been life insurance actuarial present value of the corresponding model and its properties.Then according to portfolio theory,access to a wide range of life insurance actuarial present value model portfolio. |
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| Keywords: | Stochastic interest rates portfolio theory life insurance portfolio the actuarial present value model |
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