Default Analysis of Structured Life Insurance Policies under Stochastic Volatility
碩士 === 國立政治大學 === 風險管理與保險研究所 === 104 === When systematic risk in capital market is increasing, the underlying asset for structured life insurances will fluctuate sharply and affect the profit the performance of insurance companies. In this paper, we survey the variation of default value for life ins...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33734333665295200394 |