%0 Journal Article
%T Reserves under stochastic interest rates<br>随机利率下的责任准备金
%A ZHANG Wen-Bin
%A <br>张文彬
%J 中国科学院研究生院学报
%D 2007
%I 
%X We extend the traditional constant interest rate reserve model in life insurance with premium paid each year until death.In consideration of abrupt events,we establish the model for the force of interest by both Wiener process and Poisson process,and get the expression for net premium,reserve and the variance for the loss variable.
%K reserve
%K stochastic interest rate
%K Wiener process
%K Poisson process<br>准备金
%K 随机利率
%K Wiener过程
%K Poisson过程
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=B5EDD921F3D863E289B22F36E70174A7007B5F5E43D63598017D41BB67247657&cid=B47B31F6349F979B&jid=67CDFDECD959936E166E0F72DE972847&aid=55824E7FDCEADFF8&yid=A732AF04DDA03BB3&vid=B91E8C6D6FE990DB&iid=0B39A22176CE99FB&sid=769BD58726D66E7D&eid=856C2E13D1000DB7&journal_id=1002-1175&journal_name=中国科学院研究生院学报&referenced_num=1&reference_num=5