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变额年金与变额寿险给付额的计算 被引量:3

The Measure Analysis and Contral of Stock Investment Risk
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摘要 目前在人寿保险中,如何对付通货膨胀的不良影响,使对被保人的实际保障不致降低是一个重要问题。变额年金与变额寿险是因应通货膨胀的寿险产品中最有效的,但其给付额的计算比较复杂。本文扰某些变额年金与交额寿险保单的给付额的确定做了推导,并分析了利差在克服通货膨胀影响中的作用。
作者 曾庆五
出处 《经济数学》 1994年第1期70-75,共6页 Journal of Quantitative Economics
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同被引文献15

  • 1Boyle P.P.,Schwartz E., (1977).Equilibrium prices of guarantees under equity-linked contracts. The Journal of Risk and Insurance 44 (2),639-680.
  • 2Bacinello, A.R.,Millossovich,P.,Olivieri,A.,Pitacco,E.,2011.Variable annuities:a unifying valuation approach[Jl.Insurance:Mathematics and Economics,2011,49:285-297.
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  • 7IChen Z.,Forsyth P., (2008).A numerical scheme for the impulse control formulation for pricing variable annuities with a Guaranteed Minimum Withdrawal Benefit.Numerisehe Mathe- matik 109 (4),535-569.
  • 8Chen Z.,Vetzal K.,Forsyth P.A.,(2008).The effect of model- ing parameters on the value of GMWB guaranteed.Insurance: Mathematics and Economies 43,165-173.
  • 9Dai M.,Kwok Y.K.,Zong J., (2008).Guaranteed minimum with- drawal benefit in variable annuitles.Mathematieal Finance.
  • 10Milevsky M.,Posner S.E., (2001).The Titanic Option:Valu- ation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds. The Journal of Risk and Insur- anee 68,1,91-126.

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