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Please use this identifier to cite or link to this item: https://ah.nccu.edu.tw/handle/140.119/13013


Title: Risk Stochastic Control in Pension Valuation
Other Titles: 應用隨機風險控制於退休基金評價
Authors: 張士傑
Keywords: 提撥原則;資產配置;風險度量;動態規劃;最適策略
Funding policy;Asset allocation;Risk measurement;Dynamic programming;Optimal strategy
Date: 2000-09
Issue Date: 2008-12-08 11:09:40 (UTC+8)
Relation: 管理學報, 17(3), 547-561
Data Type: article
Appears in Collections:[Department of Risk Management and Insurance] Periodical Articles

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