Equity-Linked Life Insurance under Stochastic Interest Rate and Jump Risks
碩士 === 國立中央大學 === 財務金融研究所 === 90 === This thesis considers the valuation of equity-linked life insurance policies with an asset value guarantee. After thinking the stochastic characteristic of interest rates, we use least-square approach to value the insurance premium with minimum guarantee. Finally...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/78224904846273510465 |