Fair Value of Equity-Linked Polices with Stochastic Interest Rates
碩士 === 逢甲大學 === 統計與精算所 === 97 === Shen and Xu (2005) employed fixed interest rate model to numerically calculate the fair value of equity-linked contracts containing a surrender option. The equity-linked contracts contain participating mechanism and surrender option. The participating mechanism can...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2009
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Online Access: | http://ndltd.ncl.edu.tw/handle/68347906596253032903 |