Stochastic Reserves for Whole Life Insurance Policies with Surrender Options
碩士 === 逢甲大學 === 統計與精算所 === 96 === This study mainly discusses stochastic reserving for whole life insurance policies. Two dynamic processes, the yield curve and the equity performance, are adopted to model the financial risk factors stochastically. A cash flow model is established by including actua...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/51900688809612628933 |