【摘要】 保险产品的定价离不开保险精算函数的运用 ,而保险精算函数的不确定性由剩余寿命和利率的不确定性决定 ,大数定律保证了通过大量出售保单可以减少死亡带来的风险 ,而要减少利率风险却非常困难 .本文讨论随机利率下的保险精算函数 ,分别求出这些精算函数的分布和矩 ,使我们对保险精算中的利率风险有更全面深入的认识 .更多还原

【Abstract】 The pricing of insurance products can not work without the assistance of insurance acturial functions.The uncertainty of insurance actuarial functions is caused by two factors,the randomness of the remaining lifetime and the uncertainty of the future interest rate.The risk resulting from death can be reduced by selling large amount of contracts,which is guaranteed by the Law of Large Numbers,whereas the risk engendered by fluctuating interest rates is difficult to be reduced.The aim of this article is to discuss some insurance actuarial functions under random interest rates,deduce their cumulative distribution functions as well as their moments,which can give us a deeper and full understanding of the risk of interest rates in actuary.更多还原