摘要
本文研究了求解寿险中破产概率的简洁方法 ,得到寿险破产模型 ,设计了求解寿险中的破产概率的一种算法 ,并得到寿险破产概率的一个上界。
In this paper ruin probabilities in the life insurance context are studied,where the mortality of each insured follows the same life table.The premium is paid annually at the beginning of each year while the benefits of insured are paid at the end of year of death.Furthermore,Lundberg type bounds for these probabilities are given.
出处
《数理统计与管理》
CSSCI
北大核心
2002年第5期12-16,共5页
Journal of Applied Statistics and Management
关键词
寿险
破产概率
准备金
life insurance
ruin probability
reserve
