insurance calculus

An actuarial approach to compound option pricing;

复合期权的保险精算定价

In this paper,assume that the interest is given,using physical probability measure of price process and the principle of fair premium——an actuarial approach,we deal with pricing formula of European option on foreign currency,and obtain pricing of European call and put option.

在利率确定情形下 ,利用公平保费原则和价格过程的实际概率测度———保险精算方法给出外汇期权定价公式 ,得到了欧式看涨期权和看跌期权的价格的表达式及平价关

Improvement to a ruin model in insurance actuarial;

保险精算中的一个破产模型的改进

Some commonly used order relations of risks in actuarial theory are discussed.

讨论了保险精算理论中常见的几种风险序之间的关系,得到了聚合风险中期望剩余寿命风险序的一个性质,利用k阶停止损失风险序及k阶失效率风险序间的关系,对本文中所讨论的几种风险序之间的关系给出了一个统一描述。

By the theory of stochastic optimal control and actuarial theory,the paper studies the investment strategy for the life insurance premium,based on the semi-continuous term life insurance mode and power law utility function.

应用随机优化控制理论和保险精算理论,对寿险公司保费投资的最优策略进行研究,得到了基于半连续定期寿险模型和幂函数效用函数的最优投资策略。

Based on the insurance actuarial theory and the classic financial engineering theory,the paper analyses the value of life insurance policies with embedded surrender option,and finds out that whether the surrender option is exercised is related to several factors in a certain policy,in which the relation varies with the change of factors value.

利用保险精算和金融工程理论对含有退保期权的寿险保单价值进行了分解,发现退保期权的行使与否和某一特定保单的若干参数相关,这种关系随着保单参数值的变化而变化。

Using insurance actuary pricing,we gain the European option pricing model.

使用保险精算法,给出了欧式期权的定价公式。

actuarial reserves in respect of life insurance

人寿保险精算准备金

Pricing Mortgage Insurance under O-U Process

指数O-U过程下保证险的保险精算定价

Pricing Comparison of Insurance Products between Actuarial Science of Insurance and Economics of Insurance

保险精算学与保险经济学中保险产品定价之比较

of or relating to the work of an actuary.

属于或关于保险精算师工作的。

New Method to Option Pricing on Foreign currency-An Actuarial Approach

外汇期权定价的新方法——保险精算方法

The Study on Actuary Model of Life Insurance under Stochastic Interest Rate;

随机利率下的人寿保险精算模型研究

Study of the Motor Insurance Actuarial Model and the No Claim Discount System;

汽车保险精算模型及NCD系统研究

New Method to Pricing on Option to Exchange One Asset to Another-An Actuarial Approach;

交换期权定价的新方法—保险精算方法

Actuarial models of lifetime insurance under frailty condition;

脆弱条件下的死亡人寿保险精算模型

A Discussion on an Actuarial Theory about the Double Decrement Environment;

保险精算中双损失环境的“独立性”问题

Surveys on the Application of Bayesian Method on Actuarial Study

贝叶斯方法在保险精算中的应用综述

An Actuarial Approach to Some Kinds of Pricing Option under Vasicek Interest Rates Model;

Vasicek利率模型下几类期权的保险精算定价

The Old-age Insurance Model on Land Farmers and Its Essence Calculates Analysis;

耕地农民养老保险精算模型及其数据分析

An Actuarial Approach to Asian Option Pricing with Floating Striked Price;

具有浮动执行价格的亚式期权的保险精算定价

Study and Demonstration of Rural Social Pension Insurance Actuarial System;

农村社会养老保险精算体系及实证研究

The development,talent training and enlightenment of overseas actuarial discipline of insurance;

国外保险精算学科发展、人才培养及启示

Insurance Actuary Pricing of Linked Exchange Rate Options under Exponential of a Levy Process;

指数Levy过程下汇率联动期权的保险精算定价

The Application of Actuarial Model and the Theory of Incentives on Insurance;

精算模型及激励理论在保险中的应用