This article focuses on pricing problem of Life Insurance Model under no-arbitrage framework . That analysis the pricing of life insurance products from the point view of no-arbitrage, and life insurance investment has also been incorporated into the model , the thought of rates determination will change from "insurance profit " to "operating profit." This article references to the research results of predecessors on no-arbitrage pricing of life Insurance, extensing the boundary conditions of the no-arbitrage pricing of life Insurance, and it bases on the improvements on the model ,combining the idea of no-arbitrage pricing of life Insurance with asset share pricing methods , calculate reasonable premium and investment strategies by measurement and analysis.
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陈琳,柳向东,熊美莉. 寿险模型在无套利框架下的定价分析[J]. 科学技术与工程, 2010, (31): . chenlin, Liu xiangdong, Xiong meili. The price analysis of Life insurance under non-arbitrage framework[J]. Science Technology and Engineering,2010,(31).