| 随机利率下的一种家庭联合保险模型 |
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| 引用本文： | 程伟丽,于志云.随机利率下的一种家庭联合保险模型[J].河南师范大学学报(自然科学版),2012,40(5):38-41. |
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| 作者姓名： | 程伟丽 于志云 |
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| 作者单位： | 1. 华北水利水电学院数学与信息科学学院,郑州,450011
2. 中原工学院理学院,郑州,450007 |
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| 基金项目： | 国家青年科学基金(11101384);河南省基础与前沿技术研究计划项目(122300410208);河南省教育厅自然科学基金(2011A110012) |
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| 摘 要： | 研究一种家庭联合保险模型,对利率采用反射Bromn运动和Poisson过程联合的随机利率,在此模型下推导出趸缴纯保费和期缴纯保费的计算公式.并且在死亡力恒定的假设条件下,给出趸缴纯保费简洁的计算公式.
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| 关 键 词： | 精算现值 随机利率 寿险 年金 反射Brown运动 Poisson过程 |
Random Model of Family Combine Insurance |
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| CHENG Wei-li
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YU Zhi-yun.Random Model of Family Combine Insurance[J].Journal of Henan Normal University(Natural Science),2012,40(5):38-41. |
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| Authors: | CHENG Wei-li YU Zhi-yun |
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| Institution: | 1.College of Mathematics and Information Sciences,North China University of Water Conservancy and Electric Power,Zhengzhou 450011,China;2.College of Science,Zhongyuan University of Technology,Zhengzhou 450007,China) |
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| Abstract: | In this paper,we study an actuarial model for Family combined insurance,the random interest rate is decided by both reflected Brownian motion and Poisson Process,and the formulas of net premium and annual level premium are obtained.Finally,the concise formulas are given on condition that the death force is constant. |
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| Keywords: | actuarial present value random interest ife insurance annuity reflected Brownian motion Poisson Process |
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