dc.contributor | 風管系 | en_US |
dc.creator (作者) | Tsai, Jeffrey T. ; Wang, Jennifer L. ; Tzeng, Larry Y. | en_US |
dc.creator (作者) | 蔡子皓;王儷玲;曾郁仁 | zh_TW |
dc.date (日期) | 2010-02 | en_US |
dc.date.accessioned | 27-Feb-2014 17:06:06 (UTC+8) | - |
dc.date.available | 27-Feb-2014 17:06:06 (UTC+8) | - |
dc.date.issued (上傳時間) | 27-Feb-2014 17:06:06 (UTC+8) | - |
dc.identifier.uri (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 (關聯) | Insurance,Mathematics and Economics, 46(1), 235-241 | en_US |
dc.source.uri (資料來源) | http://dx.doi.org/10.1016/j.insmatheco.2009.10.006 | en_US |
dc.subject (關鍵詞) | Systematic mortality risk; Product mix; Natural hedging; Parameter risk; Conditional VaR | en_US |
dc.title (題名) | On the Optimal Product Mix in Life Insurance Companies using Conditional Value at Risk Approach | en_US |
dc.type (資料類型) | article | en |