The Term Structure of Reserve Mortality Durations
碩士 === 國立臺灣大學 === 財務金融學研究所 === 99 === Longevity risk has become an important issue because of the advance in medical technology. In fact, both the decrease and increase of mortality rate may cause insurance companies to have more risks. In this paper, we defined mortality duration as the sensitivity...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/56755179690570523049 |