摘要
在文献[11]研究的基础上,研究了一个随机利率下由终身寿险、养老保险和储蓄还本组成的可调整保险金额的家庭型联合保险双随机模型,讨论了此类模型的净准备金的计算方法,并基于实证分析探讨了此类保险的风险评估问题.本文结果对随机利率下研究责任准备金计算问题具有一定的参考价值.
In this paper,we studied a class of adjustable insurance amount home-based combined insurance double stochastic model by whole life insurance,pension insurance and savings payback part under stochastic interest rate function.And on this basis,we discussed the method of calculating net reserves of such models,and we given the appropriate formula.At the same time,we verified the validity of this method based on empirical analysis.These research will have some reference for further discussing problems of reserve calculation under stochastic interest rate.
出处
《延边大学学报（自然科学版）》
CAS
2016年第4期281-288,共8页
Journal of Yanbian University（Natural Science Edition）
关键词
随机利率
准备金
利率风险
家庭型联合保险
stochastic interest rate
reserve
rick of interest rate
home-based combined insurance
