随机利率下的n年家庭收入保险  

Family Income Insurance in n Years under Stochastic Interest Rate

作　　者：蔡井伟[1] 

机构地区：[1]江苏农林职业技术学院基础部,江苏镇江212400

出　　处：《重庆工商大学学报（自然科学版）》2011年第3期265-267,共3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,研究了连续支付的n年家庭收入保险现值的期望值在3种特殊的死亡假设下得到了现值期望值的具体表达式。In this paper,a model for the interest force accumulation function by Wiener process is established.Based on the model,the expectation of present value of family income insurance in n years is given,and the material expressions of the expectations of present value are given in three special mortality hypotheses.

关 键 词：随机利率 家庭收入保险 维纳过程 现值 

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