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带有动态保障的投资连接基金在整个投资期间提供了一些安全保障.文章考虑了随机利率环境下,具有随机障碍水平的动态保障年金的价格.当障碍水平设为某个零息债券的函数时,可以给出具有动态保障年金的价格.
Investment-linked funds with dynamic guarantees provide some security during the whole investment period.The article considers the price of dynamic guaranteed annuities with stochastic obstacles in the random interest rate environment.When the level of obstacles is set as a function of a zero-coupon bond , You can give the price of a dynamic security annuity.