學術產出-Periodical Articles

Article View/Open

Publication Export

Google ScholarTM

政大圖書館

Citation Infomation

  • No doi shows Citation Infomation
題名 On the Optimal Product Mix in Life Insurance Companies using Conditional Value at Risk Approach
作者 Tsai, Jeffrey T. ; Wang, Jennifer L. ; Tzeng, Larry Y.
蔡子皓;王儷玲;曾郁仁
貢獻者 風管系
關鍵詞 Systematic mortality risk; Product mix; Natural hedging; Parameter risk; Conditional VaR
日期 2010-02
上傳時間 27-Feb-2014 17:06:06 (UTC+8)
關聯 Insurance,Mathematics and Economics, 46(1), 235-241
資料來源 http://dx.doi.org/10.1016/j.insmatheco.2009.10.006
資料類型 article
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) 2010-02en_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), 235-241en_US
dc.source.uri (資料來源) http://dx.doi.org/10.1016/j.insmatheco.2009.10.006en_US
dc.subject (關鍵詞) Systematic mortality risk; Product mix; Natural hedging; Parameter risk; Conditional VaRen_US
dc.title (題名) On the Optimal Product Mix in Life Insurance Companies using Conditional Value at Risk Approachen_US
dc.type (資料類型) articleen