%0 Journal Article
%T Study on the life annuity actuarial present value models of annuity portfolio insurance<br>关于生存年金组合精算现值问题的研究
%A LI Chang-Lin
%A <br>李长林
%J 中国科学院研究生院学报
%D 2007
%I 
%X Many researchers studied the life annuity because it is very important.Firstly, A generalized stochastic interest rate model is derived by using time series.We then get the life annuity actuarial present value models of annuity portfolio insurance through the portfolio theory,under the independent stochastic interest rates environment.
%K enterprise annuity insurance
%K life annuity
%K actuarial present value
%K portfolio<br>企业年金保险
%K 生存年金
%K 精算现值
%K 投资组合
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=B5EDD921F3D863E289B22F36E70174A7007B5F5E43D63598017D41BB67247657&cid=B47B31F6349F979B&jid=67CDFDECD959936E166E0F72DE972847&aid=4D97F7AC64BA82EC&yid=A732AF04DDA03BB3&vid=B91E8C6D6FE990DB&iid=38B194292C032A66&sid=EBD6B792C9111B87&eid=211C7E02AC474301&journal_id=1002-1175&journal_name=中国科学院研究生院学报&referenced_num=0&reference_num=8