勞工保險老年給付年金制之資產負債管理探討

碩士 === 國立政治大學 === 風險管理與保險研究所 === 91 === This paper investigates the Asset-Liability Management for Labor Insurance Fund. We utilize Immunization Theory and Portfolio Theory selection model to immunize the surplus of Labor Insurance Funds against interest-rate fluctuations and to maximize expected re...

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Bibliographic Details
Main Author: 莊竣名
Other Authors: Wang, Jennifer L.
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/16589554864370022379