摘要
以即时给付的增额寿险为研究对象,采用分数Brown运动和Poisson过程联合建立随机利率的数学模型,对寿险理论中的保费、年金及责任准备金进行研究,并给出相应的表达.
An increasing life insurance model was studied.A mathematic model of interest force was established by fractional Brownian motion and Poisson process.Discussed the premium,annuity and reserve of the life insurance theory and obtain the corresponding expression.
出处
《哈尔滨商业大学学报（自然科学版）》
CAS
2013年第5期634-636,共3页
Journal of Harbin University of Commerce：Natural Sciences Edition
基金
陕西省教育厅自然科学专项基金项目(12JK0862)
关键词
分数跳-扩散过程
随机利率
增额寿险
精算现值
责任准备金
fractional jump-diffusion process
stochastic interest
increasing life insurance
actuarial present value
reserve
