安徽工程大学学报2012，Vol.27Issue(1)：86-89,4.
随机利率下扭曲Copula在联合寿险责任准备金中的研究
Distorted copula based joint life insurance reserve with stochastic interest rates
摘要
Abstract
Distorted copula function is introduced and applied to the joint life insurance fund;Taking into account the uncertainty of the actuarial function,formula of life insurance reserves of different types of insurance with Vasicek model was obtained.关键词
扭曲函数/Copula函数/利息力/寿险责任准本金Key words
distorted function/copula functions/interest rate/reserve for life insurance liabilities分类
数理科学引用本文复制引用
王传玉,徐艳兰,宁龙..随机利率下扭曲Copula在联合寿险责任准备金中的研究[J].安徽工程大学学报,2012,27(1):86-89,4.基金项目
安徽省高校人文社会科学基金资助项目 （）
