DUAL RANDOM MODEL OF INCREASING LIFE INSURANCE FOR MULTIPLE-LIFE STATUS 被引量：1

DUAL RANDOM MODEL OF INCREASING LIFE INSURANCE FOR MULTIPLE-LIFE STATUS

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摘要 In this paper the dual random model of increasing life insurance for multiple-life status is discussed.The mth moment of the present value of benefits are calculated and the respective expressions of the moments under joint life status or last- survivor status are presented.Fur-thermore,the limiting distribution of average cost of a portfolio of increasing life insurance for multiple-life status is studied. In this paper the dual random model of increasing life insurance for multiple-life status is discussed.The mth moment of the present value of benefits are calculated and the respective expressions of the moments under joint life status or last- survivor status are presented.Fur-thermore,the limiting distribution of average cost of a portfolio of increasing life insurance for multiple-life status is studied.

作者 Zhang Yi He WenjiongScience College & Economic College of Zhejiang Univ.,Hangzhou 310028,China.

出处《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2002年第3期319-325,共7页 高校应用数学学报（英文版）（B辑）

关键词 multiple-life status joint life status last-survivor status limiting distribution. multiple-life status, joint life status, last-survivor status, limiting distribution.

分类号 F224 [经济管理—国民经济]

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参考文献1

1He Wenjiong Zhang YiEconomic College & Science College, Zhejiang Univ.(Xixi Campus),Hangzhou 310028..DUAL RANDOM MODEL OF INCREASING ANNUITY[J].Applied Mathematics(A Journal of Chinese Universities),2001,16(4):430-438. 被引量：6

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Applied Mathematics(A Journal of Chinese Universities)

2002年第3期

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