Dynamic Programming Approach to Asset Allocation and Dividend Payment Strategy in Life Insurance Company
碩士 === 淡江大學 === 保險學系保險經營碩士班 === 91 === This study applies the dynamic programming to find the optimal asset allocation and the dividend payment strategy in life insurance company. Traditional mean-variance portfolio selection only can deal with single period asset allocation. This research presents...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/86077736231873526740 |