Using Stochastic Mortality Model to Construct Cash-FlowsParameter Model and Binary Barrier Option Model for PricingLife Settlement Securitization
碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 94 === ABSTRACT Life Settlement (Senior Settlement) is not only a private welfare rescue to the life insurance policyholders but also an innovative financial tool for investors by way of securitization. There are very few articles about valuation of life settlement...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/64549934999439641521 |