桂林理工大学学报2013，Vol.33Issue(1)：160-163,4.DOI:10.3969/j.issn.1674-9057.2013.01.030
模糊过程下不同死力假设的增额寿险精算模型
Increased Life Insurance Models with Fuzzy Process Interest in Different Mortality Assumptions
摘要
Abstract
It is assumed that interest rate is a Liu process,the interest cumulative function is a geometric Liu process.In the paper,some forms of continuous increased life insurance models are studied.Some computational formulas in all situations are introduced.关键词
纯保费/模糊过程/增额寿险/死力/Liu过程Key words
net premium/ fuzzy process/ increased life insurance/ mortality/ Liu process分类
管理科学引用本文复制引用
林亮,吴帅..模糊过程下不同死力假设的增额寿险精算模型[J].桂林理工大学学报,2013,33(1):160-163,4.基金项目
广西自然科学基金项目(2011GXNSFA018149) （2011GXNSFA018149）
