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