Financial pricing technique is used, partial differential equation model about the price of Unit-Linked insurance product with surrender nature is developed, integration formula of the price is formed, and numerical soultion of the points in free boundary
Financial pricing technique is used, partial differential equation model about the price of Unit-Linked insurance product with surrender nature is developed, integration formula of the price is formed, and numerical soultion of the points in free boundary
摘要运用金融经济学中美式期权定价理论讨论存在自由退保情况下的投资连结保单的定价问题，建立了保单价值的积分表达式，并由此用数值求解的方法获得了自由退保边界的具体位置。