随机利率下的一类特殊年金

Some Special Patterns of Annuities under Random Rates of Interest

研究在随机利率相互独立条件下的某些延付年金的积累值的计算问题,目的在于研究积累值的期望和方差.研究了在随机利率相互独立条件下的期末付虹式年金,期末付平顶虹式年金,期末付倒虹式年金和期末付倒平顶虹式年金的积累值的期望和方差,并且给出了积累值的期望和方差的计算公式.

We consider the calculation of accumulated value of some annuities over a period of years in which the rate of interest is a random variable under some restrictions and aim at the expected value and variance of the accumulated value. In this paper, some special patterns of annuity changes whose payments are of the flatheaded rainbow, the rainbow, the reverse flatheaded rainbow and of the reverse rainbow, and formulas for the expected value and variance of the accumulated value are given.