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随机利率下两全保险最佳年限的确定模型
引用本文:洪义成.随机利率下两全保险最佳年限的确定模型[J].数学理论与应用,2009(3):21-23.
作者姓名:洪义成
作者单位:延边大学理学院数学系,延吉133002
摘    要:寿险模型中利率的随机性问题是近几年来保险精算学中研究的热点和重点问题。本文从降低保险公司所面临风险的角度出发,在随机利率条件下给出确定两全保险的最佳年限模型。

关 键 词:两全保险  随机利率  反射Brown运动  Polsson过程  现值

The Models for Determining Best Time Limit of Endowment Insurance with Stochastic Interest Rate
Hong Yicheng.The Models for Determining Best Time Limit of Endowment Insurance with Stochastic Interest Rate[J].Mathematical Theory and Applications,2009(3):21-23.
Authors:Hong Yicheng
Institution:Hong Yicheng (Department of Mathematics, College of Science, Y anbian University, Yanji, 133002 )
Abstract:In recent years, randomness of interest rate in life insurance has become a hot topic and a key problem in the research of actuarial study of insurance. This paper determines the besttime - limit endowment insurance under the e, ondition stochastic interest rate from the viewpoint of reducing the risk faced by insurance companies.
Keywords:Endowment insurance Stochastic interest rate Reflected Brown motion Poisson process Actuarial presentvahle
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