| 多生命状态增额寿险的双随机模型 |
| |
| 引用本文： | 张奕,何文炯.多生命状态增额寿险的双随机模型[J].高校应用数学学报(英文版),2002,17(3):319-325. |
| |
| 作者姓名： | 张奕 何文炯 |
| |
| 作者单位： | ScienceCollege＆EconomicCollegeofZhejiangUniv.,Hangzhou310028,China |
| |
| 摘 要： | In this paper the dual random model of increasing life insurance for multiple-life status is discussed. The rnth moment of the present value of benefits are calculated and the respective expressions of the moments under joint life status or last- survivor status are presented.Fur-thermore,the limiting distribution of average cost of a portfolio of increasing life insurance for multiple-life status is studied.
|
| 关 键 词： | 多生命状态 增额寿险 随机模型 限制分类 |
| 收稿时间： | 4 December 2001 |
Dual random model of increasing life insurance for multiple-life status |
| |
| Zhang Yi,He Wenjiong.Dual random model of increasing life insurance for multiple-life status[J].Applied Mathematics A Journal of Chinese Universities,2002,17(3):319-325. |
| |
| Authors: | Zhang Yi He Wenjiong |
| |
| Institution: | (1) Science College & Economic College of Zhejiang Univ., 310028 Hangzhou, China |
| |
| Abstract: | In this paper the dual random model of increasing life insurance for multiple-life status is discussed.The mth moment of the present value of benefits are calculated and the respective expressions of the moments under joint life status or last- survivor status are presented.Fur-thermore,the limiting distribution of average cost of a portfolio of increasing life insurance for multiple-life status is studied. |
| |
| Keywords: | multiple-life status joint life status last-survivor status limiting distribution |
| 本文献已被 CNKI 维普 万方数据 SpringerLink 等数据库收录！ |
