| 随机利率下养老保险金的精算现值与缴费率 |
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| 引用本文： | 李江平.随机利率下养老保险金的精算现值与缴费率[J].嘉应学院学报,2008,26(6):27-29. |
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| 作者姓名： | 李江平 |
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| 作者单位： | 嘉应学院,数学学院,广东,梅州,514015 |
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| 摘 要： | 寿险中的利率随机性问题，是近年来保险精算研究的热点之一，在保证利率恒正的情况下，对随机利率采用标准Wiener过程和Poisson过程联合建模，给出了捐纳金精算现值和缴费的定价公式，以及固定给付计划下的年老退休给付及其精算现值的计算。
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| 关 键 词： | 随机利率 养老金计划 捐纳金 年老退休金 精算现值 |
The Actuarial Present Value and Premium Rate of Pension in Random Interest Rate |
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| LI Jiang-ping.The Actuarial Present Value and Premium Rate of Pension in Random Interest Rate[J].Journal of Jiaying University,2008,26(6):27-29. |
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| Authors: | LI Jiang-ping |
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| Institution: | LI Jiang - ping ( Institute of Mathematics flaying University, Meizhou 514015, China) |
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| Abstract: | The problem of random interest rate in the life insurance is a hot spot of research about actuarial insurance in recent years.Under the condition that the interest rate is positive we creat a model with standard wiener process and Poisson process about random interest rate,then get the actuarial present value of donation and the formula of the premium,we also get the value of pension benefit in the fixed-benefit plan and its present value. |
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| Keywords: | random interest rate pension plan donation retirement pay present value |
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