Hedging and Reserving for Guaranteed Equity-Linked Life Insurance.

碩士 === 國立臺灣大學 === 財務金融學研究所 === 93 === This paper examines the pricing of and reserving for certain guarantees that are associated with some insurance contracts. Specifically we deal with death and maturity guarantees, which provide a minimum level of benefits when the policy matures or when the poli...

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Bibliographic Details
Main Authors: Yen-Hau Lai, 賴彥豪
Other Authors: 周國端
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/85008990030775231920