Annuities under Random Interest Rate 随机利率下的年金
In Chapter Four, we further discuss the ruin probability of a discrete time risk model under random interest rate with heavy tails.
第四章讨论随机利率下一类大额索赔离散风险模型的破产概率估计。
On the other hand, the moment, the second moment and variance of the present value random variables about some life annuities and annuities with random interest rate are gotten.
另一方面讨论了随机利率下的一些离散年金、连续年金和连续生存年金现值随机变量的一阶和二阶原点矩及其方差。
Using the theory of finance mathematic, in this paper we discuss the proceeds or loss of the loaner for giving back loan forward and the risk of it under the situation of random interest rate.
本文根据金融数学的理论，在随机市场利率的条件下，研究了提前还贷对贷款人或债权人的收益或损失，以及这些收益或损失的风险额度。同时也分析了提前还贷的赔偿金问题。
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