| 收益力服从维纳过程的社会养老保险精算模型 |
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| 引用本文： | 陈文.收益力服从维纳过程的社会养老保险精算模型[J].达县师范高等专科学校学报,2009,19(5):14-16. |
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| 作者姓名： | 陈文 |
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| 作者单位： | 四川文理学院数学与财经系,四川,达州,635000 |
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| 摘 要： | 对一个社会养老保险精算模型在投资收益力累积函数服从维纳过程下，推导出了职工预期退休金的计算公式，并进行了相关分析。
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| 关 键 词： | 缴费确定型 投资收益力 维纳过程 预期退休金 |
An Actuarial Model of Society Endowment Insurance under the Return Force Obeying the Wiener Process |
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| CHEN Wen.An Actuarial Model of Society Endowment Insurance under the Return Force Obeying the Wiener Process[J].Journal of Daxian Teachers College,2009,19(5):14-16. |
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| Authors: | CHEN Wen |
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| Institution: | Department of Mathematics and Finance-Economics;Sichuan University of Arts and Science;Dazhou 635000;China |
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| Abstract: | In this paper,the author has discussed an actuarial model of society endowment insurance under the assumption that the stochastic return force obeys the Wiener process,and then the computing method about the expected retirement pension is deduced with a correlated analysis of this model. |
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| Keywords: | defined contribution stochastic return force the Wiener process expected retirement pension |
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