| 几类新型投资连结保单定价的进一步探讨 |
| |
| 引用本文： | 霍康. 几类新型投资连结保单定价的进一步探讨[J]. 复旦学报(自然科学版), 2005, 44(3): 388-394 |
| |
| 作者姓名： | 霍康 |
| |
| 作者单位： | 复旦大学,数学研究所,上海,200433 |
| |
| 摘 要： | 运用金融经济学中经典的Black—sholes定价模型，讨论几类新型投资连结保单的定价，建立其数学模型并采用偏微分方程及随机过程的理论予以定价．
|
| 关 键 词： | 期望收益函数 投资账户 保障型保单 偏微分方程 |
| 文章编号： | 0427-7104(2005)03-0388-07 |
Further Discussion of Some New Unit-link Policies |
| |
| HUO Kang. Further Discussion of Some New Unit-link Policies[J]. Journal of Fudan University(Natural Science), 2005, 44(3): 388-394 |
| |
| Authors: | HUO Kang |
| |
| Abstract: | By means of the Black-sholes equation of financial economics,the pricing of three different new unit-link policies is discussed.Then the mathematical model is constructed and by using of the methods of PDE and stochastic process,the way to make the price of these three policies is gotten. |
| |
| Keywords: | expected income function invest account current guarantee policy PDE |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
