随机利率下保单组的生存年金精算模型  

The Group's Life Annuity Actuarial Model under the Random Interest Rate

作　　者：张莉[1] 

机构地区：[1]新疆财经大学应用数学学院,新疆乌鲁木齐830012

出　　处：《伊犁师范学院学报（自然科学版）》2011年第3期10-15,共6页Journal of Yili Normal University：Natural Science Edition

摘　　要：针对同质寿险保单组,在随机利率条件下,利用Wiener过程和Poisson过程联合建模,做出数值算例,给出随机利率下定期生存年金的趸缴纯保费及所承担的风险.通过分析发现:随着年龄的增大,定期生存年金趸缴纯保费逐渐降低;同一年龄的生存年金的趸缴纯保费随着利息力的增加而减少.This paper is concerned with the same group＇s life insurance policy. Under the random interest rate, we establish the models using the Wiener process and the Poisson process, give two numerical examples, and obtain the wholesale net premiums and the risks of termly life annuity. We find that wholesale net premiums of the termly life annuity reduced gradually with the increase of age, and at the same age, the wholesale net premiums of the life annuity reduced with the increase of the force of interest.

关 键 词：保单组 生存年金 随机利率 POISSON过程 原点反射Wiener过程 

分 类 号：F840[经济管理—保险]