Evaluating endowment insurance and equity-linked life insurance with the Mixture Mortality Function

碩士 === 國立暨南國際大學 === 財務金融學系 === 94 === This paper appraises endowment insurance and equity-linked life insurance. With characteristics of minimum guarantee and uncertain benefit, the value of equity-linked life insurance contract depended upon the performance of a reference portfolio. We use the mixt...

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Main Authors:	Sue-Ling Wu, 吳淑玲
Other Authors:	Min-Shann Tsai
Format:	Others
Language:	zh-TW
Published:	2006
Online Access:	http://ndltd.ncl.edu.tw/handle/28551883735066427534

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spelling	ndltd-TW-094NCNU03040102015-10-13T10:34:48Z http://ndltd.ncl.edu.tw/handle/28551883735066427534 Evaluating endowment insurance and equity-linked life insurance with the Mixture Mortality Function 混合模型觀點下生死合險與投資型保險保費定價之探討 Sue-Ling Wu 吳淑玲碩士國立暨南國際大學財務金融學系 94 This paper appraises endowment insurance and equity-linked life insurance. With characteristics of minimum guarantee and uncertain benefit, the value of equity-linked life insurance contract depended upon the performance of a reference portfolio. We use the mixture mortality model to determine the death and survival probability. After estimating the parameters of the mixture mortality model using open data for Life Tables in 23 countries in 2005, we determine the premiums for a death claim and a survival claim for endowment insurance and equity-linked life insurance. We also show numerical comparative analysis of endowment insurance and equity-linked life insurance. Min-Shann Tsai 蔡明憲 2006 學位論文 ; thesis 68 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立暨南國際大學 === 財務金融學系 === 94 === This paper appraises endowment insurance and equity-linked life insurance. With characteristics of minimum guarantee and uncertain benefit, the value of equity-linked life insurance contract depended upon the performance of a reference portfolio. We use the mixture mortality model to determine the death and survival probability. After estimating the parameters of the mixture mortality model using open data for Life Tables in 23 countries in 2005, we determine the premiums for a death claim and a survival claim for endowment insurance and equity-linked life insurance. We also show numerical comparative analysis of endowment insurance and equity-linked life insurance.
author2	Min-Shann Tsai
author_facet	Min-Shann Tsai Sue-Ling Wu 吳淑玲
author	Sue-Ling Wu 吳淑玲
spellingShingle	Sue-Ling Wu 吳淑玲 Evaluating endowment insurance and equity-linked life insurance with the Mixture Mortality Function
author_sort	Sue-Ling Wu
title	Evaluating endowment insurance and equity-linked life insurance with the Mixture Mortality Function
title_short	Evaluating endowment insurance and equity-linked life insurance with the Mixture Mortality Function
title_full	Evaluating endowment insurance and equity-linked life insurance with the Mixture Mortality Function
title_fullStr	Evaluating endowment insurance and equity-linked life insurance with the Mixture Mortality Function
title_full_unstemmed	Evaluating endowment insurance and equity-linked life insurance with the Mixture Mortality Function
title_sort	evaluating endowment insurance and equity-linked life insurance with the mixture mortality function
publishDate	2006
url	http://ndltd.ncl.edu.tw/handle/28551883735066427534
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Evaluating endowment insurance and equity-linked life insurance with the Mixture Mortality Function

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