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題名 隨機利率下可解約利率變動型壽險評價分析
The Valuation Analysis of Floating-rate Life Insurance Policy Embedded with Surrender Options under Stochastic Interest Rates
作者 林士貴;林靜吟;蔡政憲;馮冠群
Lin, Ching Yin;Tsai, Cheng Hsien;Lin, Shih Kuei;Feng, Kuan Chun
貢獻者 金融系
關鍵詞 利變型保單; 條件期望值; 隨機利率模型
Conditional expectation; Floating-rate insurance policy; Stochastic interest rate model
日期 2019-06
上傳時間 12-三月-2026 14:53:51 (UTC+8)
關聯 中國統計學報, Vol.57, No.2, pp.87-119
資料類型 article
dc.contributor 金融系
dc.creator (作者) 林士貴;林靜吟;蔡政憲;馮冠群
dc.creator (作者) Lin, Ching Yin;Tsai, Cheng Hsien;Lin, Shih Kuei;Feng, Kuan Chun
dc.date (日期) 2019-06
dc.date.accessioned 12-三月-2026 14:53:51 (UTC+8)-
dc.date.available 12-三月-2026 14:53:51 (UTC+8)-
dc.date.issued (上傳時間) 12-三月-2026 14:53:51 (UTC+8)-
dc.identifier.uri (URI) https://ah.lib.nccu.edu.tw/item?item_id=181593-
dc.format.extent 134 bytes-
dc.format.mimetype text/html-
dc.relation (關聯) 中國統計學報, Vol.57, No.2, pp.87-119
dc.subject (關鍵詞) 利變型保單; 條件期望值; 隨機利率模型
dc.subject (關鍵詞) Conditional expectation; Floating-rate insurance policy; Stochastic interest rate model
dc.title (題名) 隨機利率下可解約利率變動型壽險評價分析
dc.title (題名) The Valuation Analysis of Floating-rate Life Insurance Policy Embedded with Surrender Options under Stochastic Interest Rates
dc.type (資料類型) article