The Application of Term-Structure Interest Rate Model in Insurance Rate Making
碩士 === 淡江大學 === 保險學系保險經營碩士班 === 91 === Abstract: The article principally discusses the application of term-structure interest rate model in pricing life insurance. We attempt to calculate the net premium using term structure interest rates instead of fixed discou...
Main Authors: | Chen, Sour-Ying, 陳淑英 |
---|---|
Other Authors: | Yang, Shau-Wen |
Format: | Others |
Language: | zh-TW |
Published: |
2003
|
Online Access: | http://ndltd.ncl.edu.tw/handle/00047713284602875716 |
Similar Items
-
An empirical analysis the effect of interest-rate variance on term structure of interest rate
by: Mei-Ching Chen, et al.
Published: (2005) -
An empirical analysis the effect of interest-rate variance on term structure of interest rate
by: Mei-Ching Chen, et al.
Published: (2005) -
Interest rate term structure models
by: Unal, Birol
Published: (2003) -
Term Structure of Interest rate theory and Interest rate targeting
by: Chiang Chun-Kuei, et al.
Published: (1999) -
The Connection of the Interest Rate Prospection and the Term Structure of Interest Rate
by: Cheng-Chung Kuang, et al.
Published: (2006)