Analysis of Asset Allocation Between Treasury and Corporate Bonds for Life Insurance Companies

碩士 === 國立臺灣大學 === 財務金融學研究所 === 91 === Credit risk hasn’t been a strange word in the fluctuating financial market and literatures focused on that have bloomed for the recent years. Besides, asset liability management (ALM) has been an important issue for a long time. In addition to interest rate risk...

Full description

Bibliographic Details
Main Authors: Hsu, Yu-Ching, 許玉青
Other Authors: Tsai, Chi-Liang
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/48851528360622076509