DocumentCode
2221214
Title
Research on Single Premium Model of Term Life Insurance Under Stochastic Interest
Author
Hong, Liu ; Hengzhou, Tang
Author_Institution
Sch. of Sci., Univ. of Sci. & Technol. Liaoning, Anshan, China
Volume
2
fYear
2010
fDate
26-28 Nov. 2010
Firstpage
174
Lastpage
178
Abstract
In this paper, according to the time series theory and the term life insurance of fixed insurance amount, a mathematical model of single premium of term life insurance under stochastic interest is established, and the example analysis illustrates the significant rationality of this model under fixed interest.
Keywords
insurance; stochastic processes; time series; single premium model; stochastic interest; term life insurance; time series; ARMA(p; model; q) - GARCH(r; s) model; single premium; stochastic interest; term life insurance;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Management, Innovation Management and Industrial Engineering (ICIII), 2010 International Conference on
Conference_Location
Kunming
Print_ISBN
978-1-4244-8829-2
Type
conf
DOI
10.1109/ICIII.2010.206
Filename
5694545
Link To Document