两类团体保险保单的定价问题

PRICING ON TWO KINDS OF GROUP INSURANCE CONTRACTS

本文试图利用金融经济学中的不确定权益方法讨论两类团体保险保单的定价问题 ,即利用偏微分方程方法和推广的精算贴现 (GEDV)

This paper aims to value two kinds of group insurance contracts by applying the contingent claims valuation approach.That is,we price the value of insurance contracts using partial differential equation(PDE)method and generalized expected discounted value(GEDV)method respectively.And we find that both methods give the same result.