随机利率下的离散型线性增额寿险模型  

Models of the Discrete Linear Increment Life Insurance with Random Interest Rate

作　　者：薛欣[1] 赵成龙[2] 

机构地区：[1]泰山学院数学系,山东泰安271021 [2]泰山职业技术学院,山东泰安271000

出　　处：《山东科技大学学报（自然科学版）》2004年第1期99-101,共3页Journal of Shandong University of Science and Technology(Natural Science)

摘　　要：将确定利率下的线性增额寿险推广为随机利率下的线性增额寿险,讨论了随机利率在各年度相互独立同分布和非独立两种离散的情形,给出了两种情形下的一、二阶矩和方差。In this paper, the linear increment life insurance with the constant rate of interest is modified to the linear increment life insurance with the random rate of interest. According to two discrete cases of interest rates with independent and identical distribution and non-independent distribution in every year, we get the first order moment, the second order moment and variances of the payable present value.

关 键 词：随机利率 离散型线性增额 寿险模型 精算现值 利息力 

分 类 号：F840.62[经济管理—保险]