分期付费的投资连结保险定价研究

Research for the Pricing of Equity-linked Life Insurance with Periodic Premiums

本文在投资基金价格服从几何布朗运动假设下,根据布朗运动的定义和Schwarz不等式得到了具有最小保证金和分期付费的投资连结保险保费的一个上限,并通过Monte Carlo模拟方法检验了它的合理性.这结论对于此保险的定价具有较大的理论与实践意义.

The paper presents an upper limit for the premium of equity - linked life insurance with a minimum guarantee and periodic premiums by the definition of brownian motion and Schwarz inequality under the assumption that the price of reference investment fund follows a geometric Brownian motion, and verifies its rationality by the method of Monte Carlo simulation. The result has a greater theoretical and practical significance for the pricing of the insurance.