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研究在随机利率相互独立条件下年金初值的计算问题,主要是研究各类年金初值的期望和方差的计算公式.文章给出了随机利率相互独立条件下期末付平顶虹式年金,期末付虹式年金,期末付倒平顶虹式年金和期末付倒虹式年金的初值公式及其简化关系,推导出了这类年金初值的各阶矩的简化公式,进而获得了这类年金初值的期望计算公式和方差计算公式.
This paper studies the calculation of the initial value of annuity under the condition that the stochastic interest rates are independent of each other, and mainly studies the expectation and variance formula of the initial value of annuity.The paper gives the end-of- Fu Hong annuity, the end of the down payment of flat-capped annuity annuity and the end of the formula and initial simplification inverted rainbow annihilation formula derived the initial value of such annihilation of the simplified formula of moments, and then get this The expectation calculation formula and variance calculation formula of annuity initial value.