安徽工程大学学报2012,Vol.27Issue(4):84-88,5.
条件阿基米德Copula在家庭联合寿险精算中的应用
The application of the conditional archimedean copula on the family joint insurance
凤旻 1王传玉 1丁江玲1
作者信息
- 1. 安徽工程大学数理学院,安徽芜湖241000
- 折叠
摘要
Abstract
under the premise of the unified life actuarial symbol the paper studies the actuarial problems of joint family life insurance. Under the assumption of characterizing the force of interest by using the Wiener process and handling dependencies between individuals with conditional Archimedean Copula,the actuarial present value of joint family life insurance and the level annual premium was calculate .关键词
条件阿基米德Copula/精算现值/均衡年保费Key words
conditional arehimedean copula/actuarial present value/level annuity premium分类
数理科学引用本文复制引用
凤旻,王传玉,丁江玲..条件阿基米德Copula在家庭联合寿险精算中的应用[J].安徽工程大学学报,2012,27(4):84-88,5.