随机利率下的年金的计算(英文)

Calculations of Annuities under Random Rates of Interest

我们考虑随机利率下的一类延付年金在n年后的积累值的计算问题,目的在 于研究积累值的期望和方差.本文给出两种方法计算在某些年内一类延付年金的积累值的 期望和方差,获得了积累值的方差的递推关系,并且给出了计算公式.

We consider the accumulated value after n years of an annuity-immediate in which the rate of interest is random. And we propose two methods to derive the moments of the accumulated value.