| 一般寿险保单前瞻亏损的分布及计算 |
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| 引用本文： | 陈雪东. 一般寿险保单前瞻亏损的分布及计算[J]. 经济数学, 2002, 19(3): 43-46 |
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| 作者姓名： | 陈雪东 |
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| 作者单位： | 湖州师范学院数学系,浙江,湖州,313000 |
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| 基金项目： | 复旦一瑞士再保险研究基金资助 |
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| 摘 要： | 本文从一般完全离散保单在各评估日的现金流模型出发 ,讨论了在随机利率环境下保单前瞻亏损的期望与方差的计算方法 ,给出了相应的公式 ,并结合具体实例进行了计算
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| 关 键 词： | 前瞻亏损 现金流 Hattendorf定理 |
| 修稿时间： | 2002-05-11 |
ON THE CALCULATION OF DISTRIBUTION OF PROSPECTIVE LOSS OF GENERAL LIFE INSURANCE POLICY |
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| Chen Xuedong. ON THE CALCULATION OF DISTRIBUTION OF PROSPECTIVE LOSS OF GENERAL LIFE INSURANCE POLICY[J]. Mathematics in Economics, 2002, 19(3): 43-46 |
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| Authors: | Chen Xuedong |
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| Abstract: | In this paper,based on the model of cash payment vector of general fully discrete policy at some valuation data,the calculation of expectation and variance of prospective loss of the policy in a stochastic interest rate environment are discussed and some formulas are derived,then some numerical examples and stochastic simulation are given. |
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| Keywords: | Prospective loss cash flow stochastic simulation. |
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