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一类随机利率下的变额寿险模型研究
引用本文:陈海兵,韩素芳.一类随机利率下的变额寿险模型研究[J].数学理论与应用,2008,28(3):1-4.
作者姓名:陈海兵  韩素芳
作者单位:中南大学数学科学与计算技术学院,长沙 410075
摘    要:本文对随机利率采用在原点反射的布朗运动以及负二项分布建模,具体以即时给付的综合人寿保险模型为研究对象,对寿险理论中的保费,年金以及责任准备金进行研究,并给出相应的表达式。

关 键 词:随机利率  反射布朗运动  变额寿险  精算现值  责任准备金

A Study on a Class of Models about Variational Life Insurance under Random Interest Rate
Chen Haibing Han Sufang.A Study on a Class of Models about Variational Life Insurance under Random Interest Rate[J].Mathematical Theory and Applications,2008,28(3):1-4.
Authors:Chen Haibing Han Sufang
Institution:Chen Haibing Han Sufang (School of Mathematical Science and Computing Technology, CSU, Changsha, 410075 )
Abstract:In this paper,we establish the model for stochastic intere st by reflected Brownian motion and both negative binomial distribution.Then we concretely concern on an aggregate life insurance model with the death benefit i s actually paid as soon as the insured dies,study on the premium,annuity and rese rve of the life insurance theory.Finally,we give the corresponding expression of it.
Keywords:The stochastic interest Reflected Brownian motion Variat ional life insurance Actuarial present value Reserve
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