基于模糊利率和随机死亡率下的生存年金精算现值模型  

Life Annuities Combination Models Based on a Model of Fuzzy Interest and Stochastic Mortality

作　　者：李浩[1] 侯为波[2] 段鹏举[1] 罗会程[3] 

机构地区：[1]宿州学院数学与统计学院,安徽宿州234000 [2]淮北师范大学科学技术处,安徽淮北235000 [3]交通银行蚌埠分行,安徽蚌埠233000

出　　处：《淮北师范大学学报（自然科学版）》2013年第1期1-5,共5页Journal of Huaibei Normal University：Natural Sciences

基　　金：安徽省教育规划项目(JG10340);安徽省教育厅教学研究项目(20101071);安徽省教育厅自然科学项目(KJ2011B176);宿州学院一般科研项目(2011yyb02);宿州学院智能信息处理实验室开放课题(2010YKF11);宿州学院教研项目(szxyjyxm201140)

摘　　要：精算实务中保险给付大多以离散型为主.在模糊变量刻画的离散型利率条件下,利用具有非均值回复特性的带跳Feller过程描述连续型死亡率,通过精算学中的整值剩余寿命的定义方法,将其转化为离散型,从而建立离散型下生存年金精算现值模型,并给出了生存年金的趸缴纯保费的计算公式.In actuary exercising, insurance benefit mainly takes the discrete form. This paper based on fuzzy variable described by interest rate, employs continuous mortality rate characterised by non-means and reverting and then transsforms it into something discrete with the aid of the method of the definition of the curtate expectation of life. Therefore, established is the model of how the actuarial present value of discrete life annuity can be achieved as well as the calculating formula of equilibrium net premium.

关 键 词：模糊利率 带跳的Feller过程 生存年金 

分 类 号：F840[经济管理—保险]