随机利率下的增额寿险模型  

An Increasing Life Insurance under the Stochastic Interest

作　　者：刘海芳[1] 谭利[1] 张立欣[1] 

机构地区：[1]中南大学数学科学与计算技术学院,长沙410075

出　　处：《数学理论与应用》2007年第2期23-26,共4页Mathematical Theory and Applications

摘　　要：以即时给付的增额寿险为研究对象,在保证利率恒正的情况下,考虑到不同性质的信息对利率的影响,对利率的随机性采用带Poisson跳的反射Brown运动建模,给出了一次缴清净保费、净均衡年保费和连续缴费方式下S时刻责任准备金的一般表达式.In this paper, giving an increasing life insurance and considering different abrupt event＇s effect on interest, we establish the model for stochastic interest by reflected Brownian motion with jumps of Poisson which ensures the interest rate is always positive. Then we give the common expression of net single premium, net level annual premium and reserve in the end of s years with continuous premium given.

关 键 词：随机利率 变额寿险 一次缴清净保费 净均衡年保费 责任准备金 

分 类 号：F842.6[经济管理—保险] F224