欢迎您！东篱公司
退出
-
申报数据库
-
立项数据库
-
成果数据库
-
项目获奖数据库
中文摘要：
文章摒弃精算理论对于夫妻双方未来寿命的独立性假设，采用Copula函数模拟死亡率，并选用Wiener过程刻画利率期限结构，进而建立了一种家庭联合保险的随机模型．并在分数年龄服从均匀分布的假设下，借助生命表中的基本函数，给出了在实务上具有可操作性的数值计算方法．
英文摘要：
By abandoning the hypothesis that the remaining lifetimes of both individuals are independent,we simulate mortality rate through copula function,and describe the term structure of interest rate with Wiener process. Based on which,a stochastic model for family combined insurance is designed. Then, on the condition that the death happens uniformly in fraction age, the operational numerical methods are given by using the basic functions in the life table.
同期刊论文项目
同项目期刊论文
期刊信息
位置：