摘要
本文以即时给付的综合人寿保险模型为研究对象,考虑到随机利率的影响,用负二项分布和Gamma分布联合建立息力积累函数模型,求出了分期缴费精算现值和给付保险金的精算现值表达式,并可由平衡方程进行保险定价。
Considering the effect under stochastic rate of interest,this paper concertrates on a aggregate life insurance model with the death benefit is actually paid as soon as the insured dies,establishing the model for stochastic interest jointey by both Negative binomial distribution and Gamma process,and gives the expressions of the present value of installment and of benefit.Finally,the premium can get from the equation.
出处
《运筹与管理》
CSCD
2003年第3期5-8,共4页
Operations Research and Management Science
基金
国家自然科学基金资助项目[10271102]
