考虑短期随机利率下,损失指数价值过程为带复合Poisson跳过程的几何Brown运动模型时巨灾指数选择权的定价问题,用保险精算方法得到了选择权的精确定价解和买权卖权间的平价关系,和传统无套利方法下巨灾指数选择权的定价进行了比较,并推广了保险精算定价法相关结果。 Considering the short-term stochastic interest rate, the process of loss index value is the pricing of catastrophe index option in geometric Brownian motion model with compound Poisson jump process. The exact solution to the option and the right to buy call Parity relationship with the pricing of catastrophe index options under the traditional arbitrage-free method, and generalizes the related results of Actuarial Pricing Act.