随机利率下全连续式增额寿险模型的责任准备金  

Reserve of continuous increasing life insurance under random interest rate

作　　者：魏静[1] 王永茂[1] 

机构地区：[1]燕山大学理学院,河北秦皇岛066004

出　　处：《燕山大学学报》2006年第2期122-124,共3页Journal of Yanshan University

摘　　要：以即时给付的一类增额寿险为研究对象,对利率的随机性采用反射布朗运动建模,在保证利率恒正的情况下,给出连续缴费模式下时刻S时责任准备金的一般表达式。In this paper, it concerns on an increasing life insurance model with the death benefit is actually paid at soon at the insured dies. The model for stochastic interest rate by Reflected Brownian motion which ensures the interest rate is always positive is established, and the common expression of reserve in the end ors years with continuous premium is given.

关 键 词：随机利率 增额寿险 责任准备金 反射布朗运动 

分 类 号：O211[理学—概率论与数理统计]