| 模糊随机环境下的连续型变额生命年金 |
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| 引用本文： | 顾建忠,严广乐.模糊随机环境下的连续型变额生命年金[J].经济数学,2014(4):47-51. |
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| 作者姓名： | 顾建忠 严广乐 |
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| 作者单位： | 上海理工大学 管理学院,上海,200093 |
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| 基金项目： | 上海市一流学科(系统科学)项目资助，上海市研究生创新基金 |
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| 摘 要： | 采用模糊随机理论,构建连续支付型变额生命年金模型.假定利率为三角模糊数,死亡率为随机变量.结合精算理论,给出了连续支付型变额生命年金精算现值的期望、方差以及分布函数和分位数的模糊表达式.最后,通过实证分析计算出一个在养老保险中常见的生命年金的相关值,验证模型的可行性.
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| 关 键 词： | 模糊随机变量 三角模糊数 α截集 生命年金 |
Continuous Variable Life Annuities under Fuzzy Random Environment |
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| GU Jian-zhong,YAN Guang-le.Continuous Variable Life Annuities under Fuzzy Random Environment[J].Mathematics in Economics,2014(4):47-51. |
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| Authors: | GU Jian-zhong YAN Guang-le |
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| Institution: | (Business School, University of Shanghai for Science and Technology , Shanghai 200093,China) |
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| Abstract: | This paper proposed a continuous variable life annuities model by adopting the theory of fuzzy random varia-bles,assuming that the interest rate is a triangle fuzzy number and the mortality is a random variable.Combined with the actu-ary theory,we obtained the mathematical expectation,variance,distribution,quantiles of the present value of annuities.Final-ly,we calculated these related values of a common life annuity in endowment insurance and verified the feasibility of the model with the empirical analysis. |
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| Keywords: | fuzzy random variables triangle fuzzy number α- cut life annuity |
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