| 随机利率下的离散型线性增额寿险模型 |
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| 引用本文： | 薛欣,赵成龙.随机利率下的离散型线性增额寿险模型[J].山东科技大学学报(自然科学版),2004,23(1):99-101. |
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| 作者姓名： | 薛欣 赵成龙 |
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| 作者单位： | 1. 泰山学院数学系,山东,泰安,271021
2. 泰山职业技术学院,山东,泰安,271000 |
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| 摘 要： | 将确定利率下的线性增额寿险推广为随机利率下的线性增额寿险。讨论了随机利率在各年度相互独立同分布和非独立两种离散的情形，给出了两种情形下的一、二阶矩和方差。
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| 关 键 词： | 随机利率 离散型线性增额 寿险模型 精算现值 利息力 |
| 文章编号： | 1672-3767(2004)01-0099-03 |
Models of the Discrete Linear Increment Life Insurance with Random Interest Rate |
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| XUE Xin,ZHAO Cheng-long.Models of the Discrete Linear Increment Life Insurance with Random Interest Rate[J].Journal of Shandong Univ of Sci and Technol: Nat Sci,2004,23(1):99-101. |
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| Authors: | XUE Xin ZHAO Cheng-long |
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| Institution: | XUE Xin~1,ZHAO Cheng-long~2 |
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| Abstract: | In this paper, the linear increment life insurance with the constant rate of interest is modified to the linear increment life insurance with the random rate of interest. According to two discrete cases of interest rates with independent and identical distribution and non-independent distribution in every year, we get the first order moment, the second order moment and variances of the payable present value. |
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| Keywords: | random rate of interest increment life insurance actuarial present value force of interest |
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