一类随机利率下的联合保险

A Class of Models about Joint-life Insurance under the Stochastic Interest

对随机利率采用O-U过程和Poisson过程联合建模,建立了一种家庭联合保险的双随机模型.该模型包括夫妻终身寿险、子女早亡补偿保险及子女不足18岁而父母早逝时给子女的抚养保险.然后分别给出了夫妻死亡时间独立时和不独立时的保费,并以Frank’s Copula模型和Commom Shock模型为例进行了阐述.

Models about random interest are established jointly through O-U process and Poisson process, and a dual random model about family joint insurance is set up. The model includes husband and wife life insurance, compensation insurance for couples in case of their children die young, and support insurance for children under 18 in case of their parents' death. Then the premium in the cases of the couple die separately or not is researched, and the results are further illustrated by Frank's Copula model and Commom Shock model.