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