权益指数年金产品的设计原理与应用

Acta Metallurgica Sinica(English letters)

权益指数年金产品的设计原理与应用

于阳，舒华英

北京邮电大学经济管理学院，北京100876

收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2008-12-31

Theproductdesignprincipleandapplicationofequityindexedannuity

YU Yang，SHU Hua-ying

School of Economics and Management， BUPT， Beijing 100876，China

Received:1900-01-01 Revised:1900-01-01 Online:2008-12-31

摘要/Abstract

摘要：

作为一种新型的企业年金产品，权益指数年金允许持有人在股价指数上涨时享有资本利得，而在股价指数下跌时，提供最低报酬率的保证。文章对权益指数年金产品的设计原理和收益率计算方法进行了分析，并在此基础上进行了数据模拟,旨在为想参与股票市场投资却不想承担过大投资风险仍希望保有本金的年金投资人,提供一种有利的产品选择。

关键词: 权益指数年金, 企业年金, 产品设计

Abstract:

As an innovative enterprise annuity product, the equity indexed annuity guarantees the lowest return to its holders in bear markets. In order to provide a better choice for the investors who want to invest in stock markets while not bearing too much risk, this article analyzes the enterprise annuity's design principle and calculation method of the point to point return rate.

Key words: equityindexedannuity, enterpriseannuity, productdesign

中图分类号:

F830.91

于阳，舒华英 . 权益指数年金产品的设计原理与应用[J]. Acta Metallurgica Sinica(English letters).

YU Yang，SHU Hua-ying. Theproductdesignprincipleandapplicationofequityindexedannuity[J]. Acta Metallurgica Sinica(English letters).