臺大管理論叢 NTU Management Review VOL.29 NO.2

Effect of Inflation on the Cost of Inflation-Linked Annuities Considering Stochastic Interest Rate and Inflation Rate Models 42 且， (2) 上限型的物價連動年金模型 當 1+α 極微小時，該年金則變成上限型的物價連動年金模型，其封閉解為式 (25) 。 (25)