在投资基金价糟遵循几何布朗运动的假定下,对短期保险合同,建立了在投资收益影响下的保费定价模型.所得结论对保险公司厘定合理的保费和稳健地经营此产品有直接的帮助作用.
On the assumption that investment fund follows geometric Brownian motion, the pricing model of a short-period insurance contract that is affected by its investment profit is established. The research has a directly helpful role for insures to determine premium and manage the product.