The Surplus Distribution and Asset Allocation Strategy of Floating-rate Annuity under a Stochastic Interest Rate Model
碩士 === 逢甲大學 === 保險所 === 94 === The paper analyzes that under the low interest rate of overall environment, life insurance developed the floating-rate annuity that linked market rate, enabling to reduce the interest rate risk. But all life insurance company took high declared interest rate that cause...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2006
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Online Access: | http://ndltd.ncl.edu.tw/handle/24906984363771692379 |