| dc.contributor | 風管系 | en_US |
| dc.creator (作者) | 黃泓智 | zh_TW |
| dc.creator (作者) | Wang, Chou-Wen ; Huang, Hong-Chih ; Hong, De-Chuan | en_US |
| dc.date (日期) | 2013-05 | en_US |
| dc.date.accessioned | 21-十一月-2013 14:56:00 (UTC+8) | - |
| dc.date.available | 21-十一月-2013 14:56:00 (UTC+8) | - |
| dc.date.issued (上傳時間) | 21-十一月-2013 14:56:00 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/61755 | - |
| dc.description.abstract (摘要) | To offer a means for insurance companies to deal with longevity risk, this article investigates a natural hedging strategy and attempts to find an optimal allocation of insurance products. Unlike prior research, this proposed natural hedging model can account for both the variance and mispricing effects of longevity risk at the same time. In addition, this study employs experience mortality rates, obtained from life insurance companies, rather than population mortality data for life insurance and annuity products. | en_US |
| dc.format.extent | 490590 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | Insurance : Mathematics and Economics, 52(3), 532-541 | en_US |
| dc.subject (關鍵詞) | Longevity risk; Natural hedging strategy; Experience mortality rates | en_US |
| dc.title (題名) | A Feasible Natural Hedging Strategy for Insurance Companies | en_US |
| dc.type (資料類型) | article | en |
| dc.identifier.doi (DOI) | 10.1016/j.insmatheco.2013.02.015 | en_US |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1016/j.insmatheco.2013.02.015 | en_US |
