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...
| 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/85008990030775231920 |