摘要
本文首先在常数利率下讨论了递增年金、递减年金和固定增长年金的终值.进而在随机利率条件下研究了递增年金、递减年金和固定增长年金,得到了递增年金、递减年金和固定增长年金终值的期望与方差,推广了Zaks(2001)的结果.
At first, the accumulated values of increasing annuity, deceasing annuity and fixed increasing annuity with constant interest rates are investigated. Furthermore, theincreasing annuity, deceasing annuity and fixed increasing annuity under random interest rates are considered,and the expectations and variances of their accumulated values are derived, which gen-eralize the results in Zaks（2001）.
出处
《经济数学》
2008年第1期1-9,共9页
Journal of Quantitative Economics
基金
甘肃自然科学基金(ZS-011-A25-024-G)
甘肃省教育厅科研项目(041-14)
关键词
年金
终值
现值
期望
方差
独立随机变量
Annuitied, Future value, Present value, Expected value, Variance, Independent random variable
