同調風險測量值在保證給付投資型保險準備金提存之應用
碩士 === 國立政治大學 === 風險管理與保險研究所 === 91 === In this paper we introduce the properties of a coherent risk measure（Artzner et al（1999））. The risk measure of Value at Risk that does not adhere to the consistency requirements is discussed. We consider the coherent risk measures of conditional tail expectati...
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| Format: | Others |
| Language: | zh-TW |
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2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/41620746483956175184 |
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