Asset Allocation Strategy and Bonus Distribution of Participating Policies under a Stochastic Interest Rate Model
碩士 === 逢甲大學 === 保險所 === 94 === This paper focuses on the Asset and Liability Management of insurance company, and simulates the bonus distribution between stockholders and policyholders of the participating policies. By using the term structure of interest rate, we can find the optimal capital allo...
| 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/22185194644731020328 |