The effect of parameter change on continuous linear incremental life insurance under random interest rate
SHEN Dan
SUN Jiacong
WANG Fei
Abstract：Considering the actual insurance situation , the life insurance Problem under stochastic interest rate.Firstly, the reflection motion model is used Brownian.Then the calculation process of present value of pay－ment under different parameters is simulated by MATLAB.Finally, the influence of parameter change on contin－uous linear incremental life insurance is obtained.
Keywords：random interest ratepresent value of paymentincremental life insurancefirst order momentMATLAB
Publication Date：2019-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：4( 253-256 )