| 投资收益下的保费定价模型 |
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| 引用本文： | 邓志民.投资收益下的保费定价模型[J].南开大学学报,2006,39(6):95-97. |
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| 作者姓名： | 邓志民 |
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| 作者单位： | 南开大学数学科学学院 天津300071，广东工业大学应用数学系，广东广州510643 |
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| 摘 要： | 在投资基金价格遵循几何布朗运动的假定下,对短期保险合同,建立了在投资收益影响下的保费定价模型.所得结论对保险公司厘定合理的保费和稳健地经营此产品有直接的帮助作用.
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| 关 键 词： | 保费 短期保险合同 投资收益 几何布朗运动 |
| 文章编号： | 0465-7942(2006)06-0095-03 |
| 收稿时间： | 08 6 2003 12:00AM |
| 修稿时间： | 2003年8月6日 |
Premium Pricing Model under Investment Profit |
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| Deng Zhimin.Premium Pricing Model under Investment Profit[J].Acta Scientiarum Naturalium University Nankaiensis,2006,39(6):95-97. |
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| Authors: | Deng Zhimin |
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| Institution: | 1. School of Mathematical Sciences, Nankai University, Tianjin 300071, China;2. College of Applied Mathematics, Guangdong University of Technology, Guangzhou 510643, China |
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| Abstract: | On the assumption that investment fund follows geometric Brownian motion,the pricing model of a short-period insurance contract that is affected by its investment profit is established.The research has a directly helpful role for insures to determine premium and manage the product. |
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| Keywords: | premium short-period insurance coutract investment profit geometric Brownian motion |
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