本文已被：浏览 847次 下载 471次
投稿时间：2006-12-26
投稿时间：2006-12-26
中文摘要: 对寿险中的利率随机性问题的研究是近几年来保险精算研究的热点和重点问题之一.对随机利率采用Gauss过程建模和反射的布朗过程建模,得出即刻给付的n年期定期寿险的纯保费精算现值.
Abstract:The study of interest randomness is one of the heated and major problems of actuarial science in recent years.Under random interest rate is modeled with a Gauss process and a reflected Brownian,and the actuarial formula of pure premium of insurance model is discussed.
文章编号：20070321 中图分类号： 文献标志码：
基金项目:
| 作者 | 单位 |
| 张申媛 | 上海电力学院 数理系, 上海 200090 |
| Author Name | Affiliation |
| ZHANG Shen-yuan | Dept. Of Mathematics and Physics, Shanghai University of Electric Power, Shanghai 200090, China |
引用文本：
张申媛.随机利率下的纯保费精算[J].上海电力大学学报,2007,23(3):279-280,283.
ZHANG Shen-yuan.The Actuarial Mathematics of Net Single Premium Under Random Interest Rate[J].Journal of Shanghai University of Electric Power,2007,23(3):279-280,283.
张申媛.随机利率下的纯保费精算[J].上海电力大学学报,2007,23(3):279-280,283.
ZHANG Shen-yuan.The Actuarial Mathematics of Net Single Premium Under Random Interest Rate[J].Journal of Shanghai University of Electric Power,2007,23(3):279-280,283.