Pricing Participating Policies with Surrender Options and Default Risks
碩士 === 東海大學 === 財務金融學系 === 97 === This paper extends the model of Bacinello (2003a) to investigate the premium of a guaranteed life insurance participating policy by taking the default risk and mortality risk into account. Specifically, our model not only takes into account the presence of the surre...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/38835816420900065253 |