摘要
针对按年缴费的终身寿险模型,改进传统的常值利率的准备金模型.考虑突发事件对利率的影响,利用Weiner过程和Poisson过程联合对利息力建模,求出了此时的均衡保费和准备金的表达式,并在此基础上得出了损失变量方差的表达式.
We extend the traditional constant interest rate reserve model in life insurance with premium paid each year until death. In consideration of abrupt events, we establish the model for the force of interest by both Wiener process and Poisson process, and get the expression for net premium, reserve and the variance for the loss variable.
出处
《中国科学院研究生院学报》
CAS
CSCD
2007年第2期145-148,共4页
Journal of the Graduate School of the Chinese Academy of Sciences
