| 随机利率下的保险精算函数 |
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| 引用本文： | 王延臣,代金,张波.随机利率下的保险精算函数[J].经济数学,2004,21(3):189-193. |
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| 作者姓名： | 王延臣 代金 张波 |
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| 作者单位： | 1. 天津商学院基础部,天津,300132
2. 中国人民大学统计学院,北京,100872 |
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| 基金项目： | 教育部人文社科项目资助 (编号 0 2 JA790 0 5 ) |
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| 摘 要： | 保险产品的定价离不开保险精算函数的运用 ,而保险精算函数的不确定性由剩余寿命和利率的不确定性决定 ,大数定律保证了通过大量出售保单可以减少死亡带来的风险 ,而要减少利率风险却非常困难 .本文讨论随机利率下的保险精算函数 ,分别求出这些精算函数的分布和矩 ,使我们对保险精算中的利率风险有更全面深入的认识 .
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| 关 键 词： | 年金 人寿保险 两全保险 终身寿险 |
| 修稿时间： | 2004年4月4日 |
ON INSURANCE ACTUARIAL FUNCTIONS UNDER RANDOM INTEREST RATES |
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| Wang Yanchen Dai Jin Zhang Bo.ON INSURANCE ACTUARIAL FUNCTIONS UNDER RANDOM INTEREST RATES[J].Mathematics in Economics,2004,21(3):189-193. |
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| Authors: | Wang Yanchen Dai Jin Zhang Bo |
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| Institution: | 1.Tianjin University of Commerce;2.Renmin University of China |
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| Abstract: | The pricing of insurance products can not work without the assistance of insurance acturial functions.The uncertainty of insurance actuarial functions is caused by two factors,the randomness of the remaining lifetime and the uncertainty of the future interest rate.The risk resulting from death can be reduced by selling large amount of contracts,which is guaranteed by the Law of Large Numbers,whereas the risk engendered by fluctuating interest rates is difficult to be reduced.The aim of this article is to discuss some insurance actuarial functions under random interest rates,deduce their cumulative distribution functions as well as their moments,which can give us a deeper and full understanding of the risk of interest rates in actuary. |
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| Keywords: | Annuity term insurance endowment insurance whole life insurance |
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