Abstract: Limit distribution of a homogeneous portfolio of n-year term life insurance is discussed. Under the force of interest modeled with white noise process, recursive formula for the density of the limit distribution is got.

Key words: limit distribution, random interest, term life insurance

摘要： 讨论了n年期寿险的总体索赔量的极限分布。在利息力为白噪声条件下，得到了极限分布的密度函数的递推公式。

关键词: 极限分布, 随机利率, 定期寿险