摘要
改进了在传统保险精算学中假设利率为一个固定常数的情况下研究生存年金问题 ,讨论了随机利率下的生存年金的精算现值问题 ,分别给出了各年利息力在相互独立。
In this paper, traditional methods for life annuity are modified. The extension of the theory for life annuity to a stochastic interest rate force environment and its applications are discussed. Furthermore, we conclude two modules for life annuity under the stochastic interest rate force environment.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
2002年第11期104-106,133,共4页
Systems Engineering-Theory & Practice
基金
国家自然科学基金 (7993 0 90 0 )
