摘要
采用模糊随机理论,构建连续支付型变额生命年金模型.假定利率为三角模糊数,死亡率为随机变量.结合精算理论,给出了连续支付型变额生命年金精算现值的期望、方差以及分布函数和分位数的模糊表达式.最后,通过实证分析计算出一个在养老保险中常见的生命年金的相关值,验证模型的可行性.
This paper proposed a continuous variable life annuities model by adopting the theory of fuzzy random varia-bles,assuming that the interest rate is a triangle fuzzy number and the mortality is a random variable.Combined with the actu-ary theory,we obtained the mathematical expectation,variance,distribution,quantiles of the present value of annuities.Final-ly,we calculated these related values of a common life annuity in endowment insurance and verified the feasibility of the model with the empirical analysis.
出处
《经济数学》
2014年第4期47-51,共5页
Journal of Quantitative Economics
基金
上海市一流学科(系统科学)项目资助(S1201YLXK)
上海市研究生创新基金(JWCXSL1302)
关键词
模糊随机变量
三角模糊数
α截集
生命年金
fuzzy random variables
triangle fuzzy number
α- cut
life annuity
