付款流精算现值的统一处理  

A Unified Approach for the Actuarial Present Values of Cash Flows

作　　者：彭继世[1] 吴贤毅[2] 

机构地区：[1]贵阳医学院数学教研室,贵阳550004 [2]华东师范大学金融与统计系

出　　处：《数理医药学杂志》2010年第2期136-137,共2页Journal of Mathematical Medicine

基　　金：国家自然科学基金(70671043)

摘　　要：利用支付累积函数将生存年金与保险费的各种支付方式统一起来,从而得到了各种付款流(包括生存年金和保险费)的精算现值综合表达式E(Y)=∫0+∞ST(t)vtdB(t)。从理论的角度来说,高度抽象化的公式通常能使我们更好地认识事物的本质,同时,在基本的计算不再成为讨论问题的障碍的今天,这样做可以简化知识的表述方式,这在理论与实际中都非常有意义。By employing accumulation function of payments, we in this paper address the problems of the actuarial present values of cash flows such as pensions and premiums flows so as to express them in the unified form. Such a treatment is of two folds of advantages. One is that it can highlight the commonness in among all types of cash flows including pensions and premiums flows while it on the other hand simplifies the way the knowledge being expressed. Nowadays when computing facilities are easy to be acquired, such an approach is significant in both applications and academic context.

关 键 词：支付累积函数 生存年金 精算现值 

分 类 号：R311[医药卫生—基础医学]