模糊过程下不同死力假设的增额寿险精算模型  

Increased Life Insurance Models with Fuzzy Process Interest in Different Mortality Assumptions

作　　者：林亮[1] 吴帅[1] 

机构地区：[1]桂林理工大学理学院,广西桂林541004

出　　处：《桂林理工大学学报》2013年第1期160-163,共4页Journal of Guilin University of Technology

基　　金：广西自然科学基金项目(2011GXNSFA018149)

摘　　要：假设利息力为Liu过程,得出模糊利率下的利息力累积函数模型,并研究在此假设条件下4种常见死力形式下的各种连续型增额寿险精算模型,给出了各种情形下趸缴纯保费的计算公式。It is assumed that interest rate is a Liu process,the interest cumulative function is a geometric Liu process.In the paper,some forms of continuous increased life insurance models are studied.Some computational formulas in all situations are introduced.

关 键 词：纯保费 模糊过程 增额寿险 死力 Liu过程 

分 类 号：F840.48[经济管理—保险]