设在时刻t 时的付款率\(\rho_{t}\),利息力为\(\delta_{t}\)
现值:
终值:
5-10:\(\int_{5}^{10}\left(1.2 t^{2}+2 t\right) \exp \left[-\int_{5}^{t}\left(0.0006 s^{2}+0.001 s\right) \mathrm{d} s\right] \mathrm{d} t=382.88\)
0-5:\(382.88 \exp \left[-\int_{0}^{5}(0.004 t+0.01) \mathrm{d} t\right]=346.44\)
原文:https://www.cnblogs.com/zonghanli/p/12722681.html