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模糊利率下的寿险精算模型 被引量:11

Life insurance model with fuzzy interest
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摘要 利用可信性理论,把利息力累积函数描述为梯形模糊变量,将其引入到全离散定期人寿保险精算模型中,给出了该寿险的均衡纯保费和准备金的计算公式,并用数值算例说明了方法的可行性. Based on credibility theory,a trapezoidal fuzzy variable which describes the force of interest is introduced to the full discrete term-life-insurance actuarial model.Formulas of the level-net-premium and the reserves for the life insurance are given and the feasibility of above method is verified by a numerical example.
出处 《系统工程学报》 CSCD 北大核心 2010年第5期603-608,共6页 Journal of Systems Engineering
关键词 生存年金 模糊利率 均衡纯保费 准备金 life insurance fuzzy interest rates level-net-premium reserve
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参考文献11

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