摘要
在实际的保险精算中,保单保险金现值函数的期望就是该种保单的纯保费,而方差常用来度量该种保单的风险.对随机利率采用W iener过程建模,得到了增额寿险保险金现值函数的期望和方差.
Expectation of present value function of portfolio fund is the pure premium of policies, and variance is usually used to measure risk in insurance and actuarial field. In this paper, under Random Interest Rate modeled with Wiener process, expectation and variance of present value function of increasing life insurance were obtained.
出处
《数学的实践与认识》
CSCD
北大核心
2005年第10期41-44,共4页
Mathematics in Practice and Theory
基金
教育部人文社科项目资助课题(编号:02JA790057)
国家社会科学基金(03BJY099)
教育部博士点专项科研基金(20020532005)
