| 一类随机利率下的增额寿险 |
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| 引用本文： | 王传玉.一类随机利率下的增额寿险[J].运筹与管理,2005,14(2):125-128. |
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| 作者姓名： | 王传玉 |
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| 作者单位： | 安徽工程科技学院,应用数理系,安徽,芜湖,241000 |
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| 基金项目： | 安徽省教育厅科研基金资助项目(2001KJ055) |
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| 摘 要： | 寿险中的利率随机问题，是近来保险精算研究的热点和重点问题之一。本以即时给付的一类增额寿险为对象，对随机利率采用Gauss过程建模，研究给付现值及其各阶矩。
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| 关 键 词： | 精算学 增额寿险 随机利率 给付现值 |
| 文章编号： | 1007-3221(2005)02-0125-04 |
| 修稿时间： | 2004年3月7日 |
A Class of Increasing Payment Life Insurance under the Stochastic Interest |
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| WANG Chuan-yu.A Class of Increasing Payment Life Insurance under the Stochastic Interest[J].Operations Research and Management Science,2005,14(2):125-128. |
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| Authors: | WANG Chuan-yu |
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| Abstract: | The study of interest randomness is one of the heated and major problems of auctuarial science in recent years.In this paper, for increasing payment life insurance, we set up the model of increasing payments in terms of Gauss process. We study all order moment of payable present value of immediately payable increasing life insurance. Finally, the concise expression is given in some special cases. |
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| Keywords: | actuarial mathematics increasing payment life insurance random rates of interest payable present value |
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