一类随机利率下的变额寿险模型研究  

A Study on a Class of Models about Variational Life Insurance under Random Interest Rate

作　　者：陈海兵[1] 韩素芳[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》2008年第3期1-4,共4页Mathematical Theory and Applications

摘　　要：本文对随机利率采用在原点反射的布朗运动以及负二项分布建模,具体以即时给付的综合人寿保险模型为研究对象,对寿险理论中的保费,年金以及责任准备金进行研究,并给出相应的表达式。In this paper, we establish the model for stochastic interest by reflected Brownian motion and both negative binomial distribution. Then we concretely concern on an aggregate life insurance model with the death benefit is actually paid as soon as the insured dies, study on the premium, annuity and reserve of the life insurance theory. FinaUy, we give the corre- sponding expression of it.

关 键 词：随机利率 反射布朗运动 变额寿险 精算现值 责任准备金 

分 类 号：O212[理学—概率论与数理统计]