On the Optimal Product Mix in Life Insurance Companies using Conditional Value at Risk Approach

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

DC Field	Value	Language
dc.contributor	風管系	en_US
dc.creator	Tsai, Jeffrey T. ; Wang, Jennifer L. ; Tzeng, Larry Y.	en_US
dc.creator	蔡子皓;王儷玲;曾郁仁	zh_TW
dc.date	2010-02	en_US
dc.date.accessioned	2014-02-27T09:06:06Z	-
dc.date.available	2014-02-27T09:06:06Z	-
dc.date.issued	2014-02-27T09:06:06Z	-
dc.identifier.uri	http://nccur.lib.nccu.edu.tw/handle/140.119/64291	-
dc.format.extent	1316478 bytes	-
dc.format.mimetype	application/pdf	-
dc.language.iso	en_US	-
dc.relation	Insurance,Mathematics and Economics, 46(1), 235-241	en_US
dc.source.uri	http://dx.doi.org/10.1016/j.insmatheco.2009.10.006	en_US
dc.subject	Systematic mortality risk; Product mix; Natural hedging; Parameter risk; Conditional VaR	en_US
dc.title	On the Optimal Product Mix in Life Insurance Companies using Conditional Value at Risk Approach	en_US
dc.type	article	en
item.fulltext	With Fulltext	-
item.languageiso639-1	en_US	-
item.openairecristype	http://purl.org/coar/resource_type/c_18cf	-
item.openairetype	article	-
item.grantfulltext	restricted	-
item.cerifentitytype	Publications	-
Appears in Collections:	期刊論文

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