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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
【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。
【Abstract】 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;
增额寿险;
精算现值;
利息力;
【Key words】 random rate of interest; increment life insurance; actuarial present value; force of interest;
【Key words】 random rate of interest; increment life insurance; actuarial present value; force of interest;
- 【文献出处】 山东科技大学学报(自然科学版) ,Journal of Shandong Inst.of Min.& Tech , 编辑部邮箱 ,2004年01期
- 【分类号】F840.6;F224
- 【被引频次】3
- 【下载频次】115