›› 2007, Vol. 24 ›› Issue (3): 287-290.DOI: 10.7523/j.issn.2095-6134.2007.3.003
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Li Chang-Lin
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Abstract: Many researchers studied the life Annuity because it is very important. Firstly, A generalized stochastic interest rate model is derived by using time series. We then get the life annuity actuarial present value models of annuity portfolio insurance through the portfolio theory, under independent stochastic interest rates environment.
Key words: Enterprise Annuity Insurance, Life Annuity, Actuarial Present Value, Portfolio
CLC Number:
O242.1
Li Chang-Lin. Study on the life annuity actuarial present value models of annuity portfolio insurance[J]. , 2007, 24(3): 287-290.
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URL: http://journal.ucas.ac.cn/EN/10.7523/j.issn.2095-6134.2007.3.003
http://journal.ucas.ac.cn/EN/Y2007/V24/I3/287
