随机利率下的一类特殊年金  

A Class of Special Annuity under Stochastic Interest

作　　者：蔡井伟[1] 

机构地区：[1]江苏农林职业技术学院基础部,江苏句容212400

出　　处：《重庆工商大学学报（自然科学版）》2010年第5期463-466,共4页Journal of Chongqing Technology and Business University:Natural Science Edition

摘　　要：采用维纳过程对利息力累积函数建模,研究了被保险人死亡后继续支付n年的连续年金现值的各阶矩.在一些特殊的死亡假设下得到了各阶矩的简洁表达式.In this paper,a model for the force of interest accumulation function by Wiener process is established.Based on the model,all orders moment of present value of the annuity promised to pay n years when the insurant died is given.The concise expressions are given in some special mortality hypotheses.

关 键 词：维纳过程 连续年金 几何brownian运动 

分 类 号：O211.6[理学—概率论与数理统计] F840.6[理学—数学]