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...
Main Authors: | Shao-Yi Lu, 呂紹義 |
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Other Authors: | Min-Sun Horng |
Format: | Others |
Language: | zh-TW |
Online Access: | http://ndltd.ncl.edu.tw/handle/64549934999439641521 |
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