Compare Longevity Bond Valuation Approaches:A Case Study of EIB Longevity Bond

碩士 === 國立清華大學 === 計量財務金融學系 === 102 === The advancement of technology and medical treatment technique leads to the decline of mortality rapidly and the increase of life expectancy of population over the years. Therefore, life insurance companies face a huge longevity risk as issuing relevant insuranc...

Full description

Bibliographic Details
Main Authors: Chang, Ya-Chun, 張雅鈞
Other Authors: Tsai, Tzu-Hao
Format: Others
Language:zh-TW
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/8s2g5z