| 两类基于工资的养老金定价模型 |
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| 引用本文： | 潘顺利,毛丹,刘宛音.两类基于工资的养老金定价模型[J].复旦学报(自然科学版),2000,39(5):477-481,505. |
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| 作者姓名： | 潘顺利 毛丹 刘宛音 |
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| 作者单位： | 复旦大学,数学研究所,上海,200433 |
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| 基金项目： | 国家自然科学基金!资助项目 (1 9831 0 2 0 ) |
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| 摘 要： | 运用金融经济学基本思想讨论两类基于工资水平的养老金定价模型，并对两类不同模型分别采用期望贴现方法（ＥＤＶ）及偏微分方程方法求得其解析解。
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| 关 键 词： | 金融经济学 工资 养老金 定价模型 养老保险 |
Two Pricing Models of Pension Based on Salary |
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| PAN Shun-li,MAO Dan,LIU Wan-yin.Two Pricing Models of Pension Based on Salary[J].Journal of Fudan University(Natural Science),2000,39(5):477-481,505. |
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| Authors: | PAN Shun-li MAO Dan LIU Wan-yin |
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| Abstract: | According to the theory of financial economics, two pricing models of pension based on salary are considered and analytical solutions are obtained with EDV method and partial differential equation method respectively. |
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| Keywords: | no arbitrage principle EDV method It's lemma |
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