广州大学学报：自然科学版
廣州大學學報：自然科學版
엄주대학학보：자연과학판
Journal og Guangzhou University:Natural Science Edition
2012年
3期
5-9
,共5页
模糊贴现函数%模糊随机变量%净保费模型
模糊貼現函數%模糊隨機變量%淨保費模型
모호첩현함수%모호수궤변량%정보비모형
fuzzy discount function%fuzzy random variables%net premium model
利率的不确定性主要体现在它的模糊随机性和精确度量的困难性方面．投资性保险的精算中应适当考虑投资的不确定收益率．文章在广义利率意义下对贴现函数进行模糊估计，将其描述为三角模糊数，利用模糊随机变量建立两全保险和生存年金模型，并通过精算现值理论得出新的净保费模型，最后给出统计模拟算例．
利率的不確定性主要體現在它的模糊隨機性和精確度量的睏難性方麵．投資性保險的精算中應適噹攷慮投資的不確定收益率．文章在廣義利率意義下對貼現函數進行模糊估計，將其描述為三角模糊數，利用模糊隨機變量建立兩全保險和生存年金模型，併通過精算現值理論得齣新的淨保費模型，最後給齣統計模擬算例．
리솔적불학정성주요체현재타적모호수궤성화정학도량적곤난성방면．투자성보험적정산중응괄당고필투자적불학정수익솔．문장재엄의리솔의의하대첩현함수진행모호고계，장기묘술위삼각모호수，이용모호수궤변량건립량전보험화생존년금모형，병통과정산현치이론득출신적정보비모형，최후급출통계모의산례．
The uncertainty of the interest rate is characterized by its random fuzziness as well as the difficulties of accurate measurement. In the actuarial of investment based life insurance, the uncertain return rate should be taken into account properly. In this paper, we use the triangular fuzzy number to estimate the discount function with concept of a general interest rate, and establish the endowments and life annuity models with fuzzy random variables. A novel fuzzy net premium model is obtained. Finally, a statistical simulation is given.
