摘要:
在统一生命精算符号的前提下研究家庭联合寿险精算问题。在对利息
力采用 Wiener 过程刻画,并用条件阿基米德 Copula 函数处理个体间相依性的假
设前提下,计算家庭联合寿险的精算现值以及均衡年保费。
Under the premise of the unified life actuarial symbol the paper studies
the actuarial problems of joint family life insurance. Under the assumption of
characterizing the force of interest by using the Wiener process and handling
dependencies between individuals with conditional Archimedean Copula, the actuarial
present value of joint family life insurance and the level annual premium was calculate.