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Reserve of Semi-Continuous Life Insurance Model under Random Interest Rate

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Abstract:

In this paper, it aims at an n-year term increasing life insurance model, considers the factual statements and the bursting out things’ influence on interest rate, establishes the model for stochastic interest rate by Reflected Brownian motion associating with Poisson process, and gives the common expression of semi-continuous reserve and the expression in the suppose of Uniform distribution of death.

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Info:

Periodical:

Advanced Materials Research (Volumes 998-999)

Pages:

1626-1629

DOI:

https://doi.org/10.4028/www.scientific.net/AMR.998-999.1626

Citation:

Cite this paper

Online since:

July 2014

Authors:

Jing Wei*, Shi Gang Ge

Keywords:

Poisson Process, Random Interest Rate, Reflected Brownian Motion, Reserve

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© 2014 Trans Tech Publications Ltd. All Rights Reserved

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