The Performance Evaluation of Variable Deferred Annuity Fund
碩士 === 逢甲大學 === 統計與精算所 === 93 === This paper studies the performance of variable deferred annuity fund. We used GARCH(1, 1) and regression model to fit the rate of returns of the variable deferred annuity fund. A simulation approach is used to evaluate the accumulation amounts of three variable defe...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/73308743431091036305 |