The Study on the Embedded Options in a Life Insurance Contract
碩士 === 東吳大學 === 商用數學系 === 92 === This study applies the contingent claim approach for evaluating the embedded options in a life insurance contract. By using the model developed in this paper, we can efficiently quantify the embedded policy loan options under different policy loan terms and differen...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/78325781021208750539 |