西安工程大学学报2011，Vol.25Issue(1)：127-130,4.
分数跳-扩散下的综合人寿保险
Aggregate life insurance in fractional jump-diffusion environment
摘要
Abstract
An aggregate life insurance model is studied. The traditional constant interest rate model is extended in life insurance. A mathematic model of interest force is established driven by fractional Brownian motion and Poisson process. The accurate present value formula for life annuity, whole life insurance and returnable premiums are obtained from this model. Through the regulation of parameters, various insurance products can be gained.关键词
分数跳-扩散过程/随机利率/精算现值/综合寿险分类
数理科学引用本文复制引用
吴晓蕊,薛红,李军..分数跳-扩散下的综合人寿保险[J].西安工程大学学报,2011,25(1):127-130,4.基金项目
陕西省教育厅自然科学专项基金资助项目(09JK464) （09JK464）
