模糊过程下不同死力假设的增额寿险精算模型

摘要

It is assumed that interest rate is a Liu process,the interest cumulative function is a geometric Liu process.In the paper,some forms of continuous increased life insurance models are studied.Some computational formulas in all situations are introduced.%假设利息力为Liu过程,得出模糊利率下的利息力累积函数模型,并研究在此假设条件下4种常见死力形式下的各种连续型增额寿险精算模型,给出了各种情形下趸缴纯保费的计算公式.