A Study of the Risk-Based Capital for Life Insurance-interest rate and foreign exchange derivatives
碩士 === 國立臺灣大學 === 財務金融學研究所 === 94 === Due to the No. 34 Financial Accounting Statement, the derivatives start to be reported and hedge accounting is practiced. The RBC system conveying the risk borne by insurers has not considered the risk related to derivatives yet. Proposing the methods to calcula...
| 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/21685893929830707593 |