南京工程学院学报：自然科学版
南京工程學院學報：自然科學版
남경공정학원학보：자연과학판
Journal of Nanjing Institute of Technology :Natural Science Edition
2011年
4期
1-4
,共4页
联合寿险%复合Poisson过程%标准Brownian运动
聯閤壽險%複閤Poisson過程%標準Brownian運動
연합수험%복합Poisson과정%표준Brownian운동
combined life insurance%compound Poisson process%standard Brownian motion
对现有的利息力模型进行改进，应用复合Poisson过程模拟银行对利率的正常调整，应用标准Brownian运动模拟随机事件对利率正常调整的干扰．在此基础上，推导出纯保费、年金、责任准备金在此随机利率下的公式．
對現有的利息力模型進行改進，應用複閤Poisson過程模擬銀行對利率的正常調整，應用標準Brownian運動模擬隨機事件對利率正常調整的榦擾．在此基礎上，推導齣純保費、年金、責任準備金在此隨機利率下的公式．
대현유적이식력모형진행개진，응용복합Poisson과정모의은행대리솔적정상조정，응용표준Brownian운동모의수궤사건대리솔정상조정적간우．재차기출상，추도출순보비、년금、책임준비금재차수궤리솔하적공식．
To improve the existing model for force of interest, compound Poisson process is used to simulate bank normal adjustments to interest rates, and standard Brownian motion is applied to simulate the adjustments to normal interest rates interfered by stochastic events. On this basis, a formula used to derive pure premiums, annuity and reserves under stochastic interest rates is thus worked out.
