A Study about the Selection of Asset and Insurance Efficient Portfolios for Property-Liability Insurance Industry in Taiwan
碩士 === 朝陽科技大學 === 保險金融管理系碩士班 === 91 === Underwriting profit and Investment profit are the two major profits in property-liability insurance industry. We usually follow the Markowitz’s mean-variance analysis to pursue the optimal assets allocation. However, there are two disadvantages in these models...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57749502607063395192 |