A Study of Model Building in Investment Hedging Strategy of Pension Fund
碩士 === 國立政治大學 === 統計學系 === 90 === In this study, we investigate the hedging strategies for pension liabilities by using Asset-Liability Management method. In the past, the traditional actuarial valuation usually does not take account of market value for both assets and liabilities. Most of the tradi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32537898728779463509 |