| dc.contributor.advisor | 蔡政憲 | zh_TW |
| dc.contributor.advisor | Chenghsien Tsai | en_US |
| dc.contributor.author (Authors) | 詹志清 | zh_TW |
| dc.contributor.author (Authors) | Chihching Chan | en_US |
| dc.creator (作者) | 詹志清 | zh_TW |
| dc.creator (作者) | Chan, Chihching | en_US |
| dc.date (日期) | 1998 | en_US |
| dc.date.accessioned | 22-Apr-2016 10:56:51 (UTC+8) | - |
| dc.date.available | 22-Apr-2016 10:56:51 (UTC+8) | - |
| dc.date.issued (上傳時間) | 22-Apr-2016 10:56:51 (UTC+8) | - |
| dc.identifier (Other Identifiers) | B2002001441 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/85957 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 風險管理與保險研究所 | zh_TW |
| dc.description (描述) | 86358015 | zh_TW |
| dc.description.abstract (摘要) | 中文摘要 | zh_TW |
| dc.description.abstract (摘要) | ABSTRACT | en_US |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#B2002001441 | en_US |
| dc.subject (關鍵詞) | 涉險值 (風險值) | zh_TW |
| dc.subject (關鍵詞) | 風險因子 | zh_TW |
| dc.subject (關鍵詞) | 死亡率風險 | zh_TW |
| dc.subject (關鍵詞) | 解約率風險 | zh_TW |
| dc.subject (關鍵詞) | 利率風險 | zh_TW |
| dc.subject (關鍵詞) | 保單責任準備金 | zh_TW |
| dc.subject (關鍵詞) | 參數風險 | zh_TW |
| dc.subject (關鍵詞) | 涉險值的信賴區間 | zh_TW |
| dc.subject (關鍵詞) | the VAR of life insurer`s terminal reserve | en_US |
| dc.subject (關鍵詞) | mortality risk | en_US |
| dc.subject (關鍵詞) | interest rate risk | en_US |
| dc.subject (關鍵詞) | lapse rate risk | en_US |
| dc.subject (關鍵詞) | estimation risk (parameter risk) | en_US |
| dc.subject (關鍵詞) | the confidence interval of the VAR estimates | en_US |
| dc.subject (關鍵詞) | policy reserve | en_US |
| dc.subject (關鍵詞) | risk factor | en_US |
| dc.title (題名) | 壽險公司責任準備金涉險值之估計 | zh_TW |
| dc.title (題名) | The Estimation of Value at Risk for the Reserve of Life/Health Insurance Company | en_US |
| dc.type (資料類型) | thesis | en_US |
| dc.relation.reference (參考文獻) | 略 | zh_TW |
