Please use this identifier to cite or link to this item: https://ah.nccu.edu.tw/handle/140.119/64291


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.
蔡子皓;王儷玲;曾郁仁
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
Source URI: http://dx.doi.org/10.1016/j.insmatheco.2009.10.006
Data Type: article
Appears in Collections:[風險管理與保險學系] 期刊論文

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