摘要
运用金融经济学中美式期权定价理论讨论存在自由退保情况下的投资连结保单定价,建立模型并以偏微分方程的形式表现出来,分析此偏微分方程并详细讨论保单在临近有效期末时的退保情况.
Using the financial pricing techniques, pricing of UnitLinked insurance product is analyzed as the product is with surrender nature and mathematical model is developed in the form of Partial Differential Equation. By analyzing these Partial Differential Equations in the model, surrender condition is solved near the end of policy cover term.
出处
《复旦学报(自然科学版)》
CAS
CSCD
北大核心
2003年第2期178-182,共5页
Journal of Fudan University:Natural Science
基金
国家自然科学基金资助项目(19831020)