2014-03 |
Price bounds of mortality-linked security in incomplete insurance market |
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pdf(661) |
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2014 |
The Determinants of Life Insurer’s Growth for a Developing Insurance Market: Domestic vs. Foreign Insurance Firms |
article |
pdf(229) |
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2013-12 |
PRICING SURVIVOR DERIVATIVES WITH COHORT MORTALITY DEPENDENCE UNDER THE LEE-CARTER FRAMEWORK |
article |
pdf(690) |
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2013-03 |
Pricing and securitization of multi-country longevity risk with mortality dependence |
article |
pdf(596) |
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2013-03 |
A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions |
article |
pdf(699) |
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2012 |
Valuation of Rate of Return Guarantees under a Defined Contribution Pension Plan Considering the Choice of Retirement Age |
article |
說明頁(292) |
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2011 |
Securitization and Tranching Longevity and House Price Risk for Reverse Mortgage Products |
article |
pdf(173) |
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2010-06 |
An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach |
article |
pdf(1431) |
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2010-06 |
Modeling Longevity Risks using a Principal Component Approach: A Comparison with Existing Stochastic Mortality Models/Insurance: Mathematics and Economics |
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pdf(1312) |
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2010 |
Evaluating Quantile Reserve for Equity-Linked Insurance under a Stochastic Volatility Model: Long-Memory vs. Short-Memory |
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說明頁(284) |
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2009-10 |
The Impact of Longevity Risk on the Optimal Contribution Rate and Asset Allocation for Defined Contribution Pension Plans/ The Geneva Papers on Risk and Insurance - Issues and Practice |
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pdf(1177) |
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2008-09 |
An Empirical Study of Mortality Models in Taiwan |
article |
pdf(860) |
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2007-07 |
Pricing and Implementation of Longevity Bonds in Taiwan |
article |
pdf(1023) |
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2006-08 |
勞退新制下個人帳戶制與年金保險制之所得替代率分析 |
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說明頁(1140) |
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2006-07 |
隨機投資模型與長期負債投資避險策略之研究 |
article |
說明頁(845) |
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2006-07 |
隨機投資模型與長期投資避險策略之研究 |
article |
說明頁(932) |
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2006-03 |
隨機投資模型與長期負債投資避險策略之研究 |
article |
說明頁(1066) |
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2006-01 |
投資策略、清償能力與分紅保單公平定價之研究 |
article |
pdf(896) |
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2006 |
勞退新制下個人帳戶與年金保險制最適轉換時點與轉換價值分析 |
article |
pdf(2554) |
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2004-12 |
投資型保險保證給付風險之衡量:同調風險衡量值的介紹與應用 |
article |
pdf(1301) |
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