壽險(xiǎn)精算課程設(shè)計(jì)-可變利率下壽險(xiǎn)純保費(fèi)精算模型的改進(jìn)-文庫(kù)吧
2025-07-30 12:35 本頁(yè)面
【正文】 nder variable interest rates, thus to cut interest rates as constant life insurance premium actuarial models currently used are improved rate as constant current refined life insurance premium using numerical model was improved. Interest rate is often change. If variable rate is related, generally available AR (autoregressive) model, or a model, or based on the interest rate structure transformation level model to describe the volatility of interest rates. Interest rate volatility can be classified into two types: the first is the interest strength vary continuously。 second is the interest rate is discrete changes. The second is the most mon practice, therefore, this paper mainly discusses the pure premium rate actuarial model under discrete changes. According to the probability distribution of the interest rate function, three cases of. Keywords: Interest rate distribution。 life insurance。 pure premium actuarial 目錄 摘要 .............................................................................................................. II Abstract ....................................................................................................... II 第 1 節(jié) 各年利率取不同的確定值 .............................................................1 第 2 節(jié) 各年利率的聯(lián)合分布是有限離散概率分布下的精算模型 ........3 第 3 節(jié) 各年的利率相互獨(dú)立且服從同一概率分布的情形 ....................5 參考文獻(xiàn) .......................................................................................................7 1 第 1 節(jié) 各年利率取不同的確定值 首先，我們考慮各年利率取不同的確定值得情況，這是對(duì)當(dāng)前的精算模型中各年利率相同這一條件的放寬，此時(shí)的利率函數(shù)不再是固定的，而
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