以模擬最適的方法探討產險公司的資產配置
碩士 === 國立政治大學 === 風險管理與保險研究所 === 93 === We applied simulation techniques to imitate some situations that insurance companies have handled, including loss development, asset value variations, and dynamic programming asset allocation. The asset allocation ratios and the timing of rebalancing the asset...
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| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49006903999777627720 |