| 利率模型为Vasicek的企业补充养老保险计划精算模型 |
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| 引用本文： | 赵彦英,姚俭.利率模型为Vasicek的企业补充养老保险计划精算模型[J].上海理工大学学报,2005,27(3):268-270. |
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| 作者姓名： | 赵彦英 姚俭 |
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| 作者单位： | 上海理工大学,管理学院,上海,200093;上海理工大学,管理学院,上海,200093 |
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| 摘 要： | 利用保险精算学的精算原理给出了在利率模型为Vasicek的企业补充养老保险计划的精算模型，与传统保险精算学中假设利率为常数的方法相比，更符合实际情况，具有一定的应用及参考价值，
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| 关 键 词： | 精算现值 待遇预定型 缴费预定型 生存年金 利息力 |
| 文章编号： | 1007-6735(2005)03-0268-03 |
| 修稿时间： | 2004年11月8日 |
Actuarial module of enterprise-complemented pension scheme while taking Vasicek as stochastic interest rate module |
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| ZHAO Yan-ying,YAO Jian.Actuarial module of enterprise-complemented pension scheme while taking Vasicek as stochastic interest rate module[J].Journal of University of Shanghai For Science and Technology,2005,27(3):268-270. |
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| Authors: | ZHAO Yan-ying YAO Jian |
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| Abstract: | Under the stochastic interest rate force environment the contribution formula of defined contribution enterprisecomplemented pension is derived;moreover,the benefit formula of defined benefit enterprisecomplemented pension is also concluded.It modifies traditional methods for enterprisecomplemented pension scheme with constant interest force.Compared with traditional methods,the method proposed in this article more accords with the practical situation,and is of certain practical and referential value. |
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| Keywords: | actuarial present value defined contribution scheme defined benefit scheme life annuity force of interest rate |
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