Brownian Motion Stochastic Differential Equations Model and Risk Premium Confidence Interval

碩士 === 真理大學 === 統計與精算學系碩士班 === 98 === More recently because of advances in medical technology and public health developments, the developed countries improve the people's mortality makes the life expectancy has been increasing. It leads to us to research the longevity risk. The increase in life...

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Bibliographic Details
Main Authors: Yu- Kai Hsiao, 蕭友凱
Other Authors: Hsin-Chung Wang
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/26066043928350069731