随机利率下年金的时间价值
  修订日期:2007-10-27  点此下载全文
引用本文:颜荣芳,张娟,乔锐智.随机利率下年金的时间价值[J].经济数学,2008,(1):1-9
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颜荣芳  张娟  乔锐智
西北师范大学数学与信息科学学院 甘肃兰州730070
基金项目:甘肃省自然科学基金\r\n \r\n ,\r\n \r\n 甘肃省教育厅科研项目
中文摘要:本文首先在常数利率下讨论了递增年金、递减年金和固定增长年金的终值.进而在随机利率条件下研究了递增年金、递减年金和固定增长年金,得到了递增年金、递减年金和固定增长年金终值的期望与方差,推广了Zaks(2001)的结果.
中文关键词:年金,终值,现值,期望,方差,独立随机变量.
 
TIME VALUE OF ANNUITY WITH RANDOM INTEREST RATE
Yan Rongfang  Zhang Juan  Qiao Ruizhi
Abstract:At first,the accumulated values of increasing annuity,deceasing annuity and fixed increasing annuity with constant interest rates are investigated.Furthermore,theincreasing annuity,deceasing annuity and fixed increasing annuity under random interest rates are considered,and the expectations and variances of their accumulated values are derived,which generalize the results in Zaks(2001).
keywords:Annuitied,Future value,Present value,Expected value,Variance,Independent random variable.
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