Model of Family Combined Insurance with Random Interest Rate

摘要：

In this paper, we establish a dual random model of family combined insurance which includes: couples whole life insurance, compensation insurance for the couple whose child comes to an untimely end, couples pension and maintenance insurance for the child who is under 18 but his or her parents both die. Its random interest rate is decided by both reflected Brownian motion and Poisson process, then we can get the formulas of the actuarial present value of net premium. Finally, the concise formulas are given on the condition that the death happens uniformly in every policy year.

作者: Liyan Wang Chao Feng Jing Zhao Deli Yang

作者单位: College of Information Engineering Dalian University Dalian, 116622;School of Management Dalian Univ College of Mechanical Engineering Dalian University Dalian, 116622 College of Information Engineering Dalian University Dalian, 116622 School of Management Dalian University of Technology Dalian ,116024

会议类型: 国际会议

会议名称: Fourth International Conference on Impulsive and Hybrid Dynamical Systems(ICIHDS 2007)(第四届国际脉冲和混合动力系统学术会议)

会议地点: 南宁

会议语种:英文

在线出版日期: 2007-07-20（万方平台首次上网日期，不代表论文的发表时间）