The Empirical Study for The Foreign Investment Risk of Taiwan Insurance Company
碩士 === 淡江大學 === 保險學系保險經營碩士班 === 92 === This Study measures the VaR(Value-at-Risk) of G life insurance company’s foreign investment portfolio. We use delta-normal method, historical simulation method and monte carlo simulation method based on different asset property with 95%, 97.5%, and 99% confiden...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/43788027192604363694 |