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...

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Bibliographic Details
Main Authors:	Ya- Wen Hsiao, 蕭雅文
Other Authors:	none
Format:	Others
Language:	zh-TW
Published:	2005
Online Access:	http://ndltd.ncl.edu.tw/handle/73308743431091036305

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spelling	ndltd-TW-093FCU053360132015-10-13T11:20:16Z http://ndltd.ncl.edu.tw/handle/73308743431091036305 The Performance Evaluation of Variable Deferred Annuity Fund 變額遞延年金商品投資績效之評估 Ya- Wen Hsiao 蕭雅文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 deferred annuity funds. The experiment results show the rate of returns is the highest if it is invested in the stock fund. However, it is also associated with the highest risk. The bond fund has the lowest return rate and the lowest risk. none 李文烱 2005 學位論文 ; thesis 71 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	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 deferred annuity funds. The experiment results show the rate of returns is the highest if it is invested in the stock fund. However, it is also associated with the highest risk. The bond fund has the lowest return rate and the lowest risk.
author2	none
author_facet	none Ya- Wen Hsiao 蕭雅文
author	Ya- Wen Hsiao 蕭雅文
spellingShingle	Ya- Wen Hsiao 蕭雅文 The Performance Evaluation of Variable Deferred Annuity Fund
author_sort	Ya- Wen Hsiao
title	The Performance Evaluation of Variable Deferred Annuity Fund
title_short	The Performance Evaluation of Variable Deferred Annuity Fund
title_full	The Performance Evaluation of Variable Deferred Annuity Fund
title_fullStr	The Performance Evaluation of Variable Deferred Annuity Fund
title_full_unstemmed	The Performance Evaluation of Variable Deferred Annuity Fund
title_sort	performance evaluation of variable deferred annuity fund
publishDate	2005
url	http://ndltd.ncl.edu.tw/handle/73308743431091036305
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The Performance Evaluation of Variable Deferred Annuity Fund

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