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https://ah.lib.nccu.edu.tw/handle/140.119/64291| 題名: | On the Optimal Product Mix in Life Insurance Companies using Conditional Value at Risk Approach | 作者: | Tsai, Jeffrey T. ; Wang, Jennifer L. ; Tzeng, Larry Y. 蔡子皓;王儷玲;曾郁仁 |
貢獻者: | 風管系 | 關鍵詞: | Systematic mortality risk; Product mix; Natural hedging; Parameter risk; Conditional VaR | 日期: | 二月-2010 | 上傳時間: | 27-二月-2014 | 關聯: | Insurance,Mathematics and Economics, 46(1), 235-241 | 資料來源: | http://dx.doi.org/10.1016/j.insmatheco.2009.10.006 | 資料類型: | article |
| Appears in Collections: | 期刊論文 |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| 235241.pdf | 1.29 MB | Adobe PDF2 | View/Open |
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