利用效用无差异原理,根据动态规划原则,最大化财富的期望指数效用,在马氏链驱动的市场下,导出HJB方程,给出unit-linked(UL)生存合约在简单Poisson市场下的保费方程,并给出它的数值模拟．这个结果推广了Brown运动驱动的市场下的保费方程,使得UL生存合约在联接到纯跳的市场时,可以用效用无差异原理定价． Based on the principle of dynamic programming, this paper uses the principle of dynamic programming to maximize the expected utility of wealth and derives the HJB equation under the Markov-chain-driven market. The premium equation of the unit-linked (UL) subsistence contract in the simple Poisson market is given. , And gives its numerical simulation. This result extends the premium equation for the Brown motion-driven market, so that the UL subsistence contract can be priced using the principle of no difference in utility when linked to a pure-jump market.