摘要
利率的不确定性主要体现在它的模糊随机性和精确度量的困难性方面.投资性保险的精算中应适当考虑投资的不确定收益率.文章在广义利率意义下对贴现函数进行模糊估计,将其描述为三角模糊数,利用模糊随机变量建立两全保险和生存年金模型,并通过精算现值理论得出新的净保费模型,最后给出统计模拟算例.
The uncertainty of the interest rate is characterized by its random fuzziness as well as the difficulties of accurate measurement. In the actuarial of investment based life insurance, the uncertain return rate should be taken into account properly. In this paper, we use the triangular fuzzy number to estimate the discount function with concept of a general interest rate, and establish the endowments and life annuity models with fuzzy random variables. A novel fuzzy net premium model is obtained. Finally, a statistical simulation is given.
出处
《广州大学学报(自然科学版)》
CAS
2012年第3期5-9,共5页
Journal of Guangzhou University:Natural Science Edition
关键词
模糊贴现函数
模糊随机变量
净保费模型
fuzzy discount function
fuzzy random variables
net premium model