模糊随机环境下的连续型变额生命年金
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引用本文:顾建忠, 严广乐.模糊随机环境下的连续型变额生命年金[J].经济数学,2014,(4):47-51
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作者单位
顾建忠, 严广乐 (上海理工大学 管理学院 上海 200093) 
中文摘要:采用模糊随机理论,构建连续支付型变额生命年金模型.假定利率为三角模糊数,死亡率为随机变量.结合精算理论,给出了连续支付型变额生命年金精算现值的期望、方差以及分布函数和分位数的模糊表达式.最后,通过实证分析计算出一个在养老保险中常见的生命年金的相关值,验证模型的可行性.
中文关键词:模糊随机变量  三角模糊数  α截集  生命年金
 
Continuous Variable Life Annuities under Fuzzy Random Environment
Abstract:This paper proposed a continuous variable life annuities model by adopting the theory of fuzzy random variables, assuming that the interest rate is a triangle fuzzy number and the mortality is a random variable. Combined with the actuary theory, we obtained the mathematical expectation, variance, distribution, quantiles of the present value of annuities. Finally, we calculated these related values of a common life annuity in endowment insurance and verified the feasibility of the model with the empirical analysis.
keywords:fuzzy random variables  triangle fuzzy number  α- cut  life annuity
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