The Application to Pricing Premiums for Insurance Guaranty Funds - Using GARCH-based Option Pricing Model

碩士 === 國立臺灣大學 === 財務金融學研究所 === 90 === Abstract: The study of the assessments for insurance guaranty funds is another related topic stretched from the study of deposit insurance. Moreover, in order to prevent the impact to whole insurance markets and the insured’s right from the insolv...

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Bibliographic Details
Main Authors: Cheng Jui-Chi, 鄭瑞奇
Other Authors: Tzeng Yu-Ren
Format: Others
Language:zh-TW
Published: 2002
Online Access:http://ndltd.ncl.edu.tw/handle/77920494089028295892