Using Stochastic Interest Rate and Mortality to Construct Model for Pricing and Managing Life Settlement Securitization

碩士 === 東吳大學 === 財務工程與精算數學系 === 98 === Financial meltdown in August 2007, which induced by liquidity deflation, swept the world. Whether academic or media reach the consensus that the subprime of the United States is the epicenter of the earthquake. The origin of the subprime crisis is the financia...

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Bibliographic Details
Main Authors: Lih-Yeh Lin, 林立曄
Other Authors: Gin-chung Lin
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/06123456542745898950