| 模糊随机环境下的连续型变额生命年金 |
 点此下载全文 |
| 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 |
| 摘要点击次数: 1146 |
| 全文下载次数: 81 |
|
|
| 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 |
| 查看全文 查看/发表评论 下载pdf阅读器 |
次