Valuation of Investment Guarantee Insurance Products
碩士 === 東吳大學 === 財務工程與精算數學系 === 97 === Based on the unsurance regulation, implentation of pricing and reserving for investment guarantee insurance products using Monte Carlo simulation are discussed. Regime-switching lognormal model (RSLN) is assumed to describe the investment return. In this paper,...
| 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/50417805258365832028 |