Stochastic Reserve For Participating Whole Life Insurance Policies
碩士 === 逢甲大學 === 統計與精算所 === 96 === This paper discusses methods for calculating stochastic reserves for participating whole life policies. Two dynamic processes, the equity performance and the yield curve, are adopted to model the financial risk factors stochastically. A cash flow model is establishe...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/09015296768009037192 |