Mortality bond valuation：Using the Swiss Re mortality bond as an example
碩士 === 國立清華大學 === 計量財務金融學系 === 99 === Recently, securitization of mortality risk or longevity risk draws a plenty of attention in the financial market. Pure mortality or longevity securities not only provide an alternative risk management method for life insurers, but also offer a novel investment o...
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| Format: | Others |
| Language: | zh-TW |
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2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04154502274611652096 |