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本文依据现代金融理论,运用逆向随机微分方程数学方法,按照投保人和保险人供需双方各自的投资回报预期目标,分别建立了动态的寿险定价数学模型,并运用不同的数学方法分别对模型求解,得出了相应的从供需双方角度考虑投资回报的定价公式。
According to the modern financial theory and the mathematic method of inverse stochastic differential equations, according to the expected return on investment of both the insured and the insurer, a mathematical model of life insurance pricing is set up, and different mathematical methods are used to solve the model respectively. The corresponding pricing formula of investment return from both supply and demand sides is obtained.