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| 摘要: |
| 采用维纳过程对利息力累积函数建模,研究了连续支付的n年家庭收入保险现值的期望值在3种特殊的死亡假设下得到了现值期望值的具体表达式。 |
| 关键词: 随机利率 家庭收入保险 维纳过程 现值 |
| DOI: |
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| Family Income Insurance in n Years under Stochastic Interest Rate |
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CAI Jing-wei
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| Abstract: |
| In this paper,a model for the interest force accumulation function by Wiener process is established.Based on the model,the expectation of present value of family income insurance in n years is given,and the material expressions of the expectations of present value are given in three special mortality hypotheses. |
| Key words: stochastic interest rate family income insurance Wiener process present value |