Actuarial models of life insurance with stochastic interest rate

Xiang Wei

doi:10.1117/12.836655

10 July 2009 Actuarial models of life insurance with stochastic interest rate

Xiang Wei

Proceedings Volume 7490, PIAGENG 2009: Intelligent Information, Control, and Communication Technology for Agricultural Engineering; 74902F (2009) https://doi.org/10.1117/12.836655
Event: International Conference on Photonics and Image in Agriculture Engineering (PIAGENG 2009), 2009, Zhangjiajie, China

Abstract

On the basis of general actuarial model of life insurance, this article has carried on research to continuous life insurance actuarial models under the stochastic interest rate separately. And it provide net single premium for life insurance and life annuity due over a period based on that de Moivre law of mortality and Makeham's law of mortality separately.

Citation Download Citation

Xiang Wei "Actuarial models of life insurance with stochastic interest rate", Proc. SPIE 7490, PIAGENG 2009: Intelligent Information, Control, and Communication Technology for Agricultural Engineering, 74902F (10 July 2009); https://doi.org/10.1117/12.836655

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