【摘要】 采用维纳过程对利息力累积函数建模,研究了连续支付的N年最低保证年金现值的各阶矩.在一些特殊的死亡假设下得到了各阶矩的简洁表达式,给出了最低保证年金的一种特殊形式(分期退还年金)。更多还原

【Abstract】 In this paper,a model for the interest force accumulation function by Wiener process is established.Based on the model,all orders moment of present value of the N years minimum guarantee annuity are given.The concise expressions are given in some special mortality hypotheses,and a special form of the annuity is also considered.更多还原