Study on the life annuity actuarial present value models of annuity portfolio insurance

Li Chang-Lin

doi:10.7523/j.issn.2095-6134.2007.3.003

Journal of University of Chinese Academy of Sciences >

2007 , Vol. 24 >Issue 3: 287 - 290

DOI: https://doi.org/10.7523/j.issn.2095-6134.2007.3.003

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Study on the life annuity actuarial present value models of annuity portfolio insurance

Li Chang-Lin

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School of Mathematical Sciences of GUCAS,CAS, Beijing China 100049

Received date: 1900-01-01

Revised date: 1900-01-01

Online published: 2007-05-15

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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

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Li Chang-Lin . Study on the life annuity actuarial present value models of annuity portfolio insurance[J]. Journal of University of Chinese Academy of Sciences, 2007 , 24(3) : 287 -290 . DOI: 10.7523/j.issn.2095-6134.2007.3.003

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