摘要
本文将利息力视为一个带漂移的Wiener过程,建立了连续时间情形下随机利息的一个模型,并在此模型下研究了几个寿险精算模型。
This paper sets up a random model of interest rate in continuous time by regarding force of interest as a wiener process. Simultaneously, it also studies some life insurances actuarial models according to this random model.
关键词
随机利率
维纳过程
年金
精算现值
保费
random rate of interest
Wiener process
annuities
actuarial present value
premiums
