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Title: On the Optimal Product Mix in Life Insurance Companies using Conditional Value at Risk Approach
Authors: Tsai, Jeffrey T.;Wang, Jennifer L.;Tzeng, Larry Y.
Contributors: 風管系
Keywords: Systematic mortality risk;Product mix;Natural hedging;Parameter risk;Conditional VaR
Date: 2010-02
Issue Date: 2014-02-27 17:06:06 (UTC+8)
Relation: Insurance,Mathematics and Economics, 46(1), 235-241
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Data Type: article
Appears in Collections:[風險管理與保險學系] 期刊論文

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