The Application of Term-Structure Interest Rate Model in Insurance Rate Making

碩士 === 淡江大學 === 保險學系保險經營碩士班 === 91 === Abstract: The article principally discusses the application of term-structure interest rate model in pricing life insurance. We attempt to calculate the net premium using term structure interest rates instead of fixed discou...

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Bibliographic Details
Main Authors: Chen, Sour-Ying, 陳淑英
Other Authors: Yang, Shau-Wen
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/00047713284602875716