Actuarial Model of Risk in Heterogeneous Portfolio of Policies with Stochastic Interest Rate
Insurance, as an efficient method for dealing with risk, has been adopted all over the world. Scientific theory, especially actuarial theory plays an important role in the development of insurance. Based on the actual condition in insurance company, this dissertation is for the first time devoted to the study of risk evaluation on a heterogeneous portfolio of policies where all types of life insurance are unified in one framework from actuarial perspective, and some reasonable conclusions are obtained.
Stochastic Interest Heterogeneous Portfolio of Policies Actuarial Science
LINHui ZHOU Yongyong
City College of Wenzhou University, P.R.China, 325035 Business School of Wenzhou University, P.R.China, 325035
国际会议
2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)
青岛
英文
1-9
2009-07-25（万方平台首次上网日期，不代表论文的发表时间）