Surplus Management of Insurance Company: Asset Allocation under a Stochastic Interest Rate Environment
博士 === 國立臺灣大學 === 財務金融學研究所 === 95 === First, this article suggests a multi-period scenarios-based asset allocation strategy (Multi-period SAAS) for the surplus management of an insurance company, and provides a profile of optimal asset allocation strategy under a stochastic interest rate environment...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/81387740408027866732 |