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題名 蒙地卡羅方法評估保本型變額保險之利率風險
其他題名 Evaluating the interest rate risk for minimum guaranteed equity-linked life insurance policies using Monte Carlo simulations
作者 張士傑;田嘉蓉;山中康司
Chang,Shih-Chieh; Tien,Chia-Jung;Yasushi Yamanaka
關鍵詞 平賭過程;指數參與率;亞式選擇權;最低保證;Girsanov定理
Asian option;Girsanov theorem;index participation rate;minimum guaranteed
日期 2000-09
上傳時間 8-Dec-2008 11:12:12 (UTC+8)
關聯 中國統計學報,38(3),281-296
資料類型 article
dc.creator (作者) 張士傑;田嘉蓉;山中康司zh_TW
dc.creator (作者) Chang,Shih-Chieh; Tien,Chia-Jung;Yasushi Yamanaka-
dc.date (日期) 2000-09en_US
dc.date.accessioned 8-Dec-2008 11:12:12 (UTC+8)-
dc.date.available 8-Dec-2008 11:12:12 (UTC+8)-
dc.date.issued (上傳時間) 8-Dec-2008 11:12:12 (UTC+8)-
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/13044-
dc.format application/en_US
dc.language zh-TWen_US
dc.language en-USen_US
dc.language.iso en_US-
dc.relation (關聯) 中國統計學報,38(3),281-296en_US
dc.subject (關鍵詞) 平賭過程;指數參與率;亞式選擇權;最低保證;Girsanov定理-
dc.subject (關鍵詞) Asian option;Girsanov theorem;index participation rate;minimum guaranteed-
dc.title (題名) 蒙地卡羅方法評估保本型變額保險之利率風險zh_TW
dc.title.alternative (其他題名) Evaluating the interest rate risk for minimum guaranteed equity-linked life insurance policies using Monte Carlo simulations-
dc.type (資料類型) articleen