| 随机利率下的增额寿险模型 |
| |
| 引用本文： | 刘海芳,谭利,张立欣.随机利率下的增额寿险模型[J].数学理论与应用,2007,27(2):23-26. |
| |
| 作者姓名： | 刘海芳 谭利 张立欣 |
| |
| 作者单位： | 中南大学数学科学与计算技术学院 长沙410075 |
| |
| 摘 要： | 以即时给付的增额寿险为研究对象,在保证利率恒正的情况下,考虑到不同性质的信息对利率的影响,对利率的随机性采用带Poisson跳的反射Brown运动建模,给出了一次缴清净保费、净均衡年保费和连续缴费方式下S时刻责任准备金的一般表达式.
|
| 关 键 词： | 随机利率 变额寿险 一次缴清净保费 净均衡年保费 责任准备金 |
| 修稿时间： | 2007-01-10 |
An Increasing Life Insurance under the Stochastic Interest |
| |
| Liu Haifang ,Tan Li, Zhang Lixin.An Increasing Life Insurance under the Stochastic Interest[J].Mathematical Theory and Applications,2007,27(2):23-26. |
| |
| Authors: | Liu Haifang Tan Li Zhang Lixin |
| |
| Institution: | School of Mathematical Sciences and Computing Technology, CSU, Changsha, 410075 |
| |
| Abstract: | In this paper,giving an increasing life insurance and considering different abrupt event's effect on interest,we establish the model for stochastic interest by reflected Brownian motion with jumps of Poisson which ensures the interest rate is always positive.Then we give the common expression of net single premium,net level annual premium and reserve in the end of s years with continuous premium given. |
| |
| Keywords: | The stochastic interest Increasing life insurance Net single premium Net level annual premium Reserve |
| 本文献已被 CNKI 维普 等数据库收录！ |
|
