| 随机利率下的增额寿险 |
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| 引用本文： | 何文炯,蒋庆荣.随机利率下的增额寿险[J].高校应用数学学报(A辑),1998,13(2):145-152. |
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| 作者姓名： | 何文炯 蒋庆荣 |
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| 作者单位： | 杭州大学数学与信息科学系 |
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| 摘 要： | 寿险中的利率随机性问题，是近年来保险精算研完的热点之一，本文以即时给付的毒额寿险为对象，对随机利率采用Gauss过程建模，研究给付现值及其各阶矩，并在死亡均匀分布假设下得到矩的简洁表达式。
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| 关 键 词： | 随机利率 增额寿险 培付现值 矩表达式 |
INCREASING LIFE INSURANCE WITH INTEREST RANDOMNESS |
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| He Wenjiong\ Jiang Qingrong.INCREASING LIFE INSURANCE WITH INTEREST RANDOMNESS[J].Applied Mathematics A Journal of Chinese Universities,1998,13(2):145-152. |
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| Authors: | He Wenjiong\ Jiang Qingrong |
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| Abstract: | Interest randomness in life insurance has received considerable attention in recent literature on actuarial theory and its applications.This paper discusses the present value of the benefits and their moments of the increasing life insurance which the death benefit is actually paid as soon as the insured dies.The simple expressions of the moments are also presented under the sumption that the death happens uniformly during the period of every policy year. |
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| Keywords: | Interest Randomness Increasing Life Insurance Present Value of Benefits Expressions of Moments |
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