Pricing and Hedging for Equity-Indexed Annuities

碩士 === 東吳大學 === 財務工程與精算數學系 === 102 === The first Equity-Indexed Annuities (EIAs) was issued by Keyport Life in February 1995, it brought the interest and excitement of the market. The return of EIA contract is dependent on the performance of a linked-index, which is mostly based on the American Stan...

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Bibliographic Details
Main Authors: MING-SHUN TSAI, 蔡明勳
Other Authors: YU-FEN CHIU
Format: Others
Language:zh-TW
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/74858323467256549769