An optimal strategy of natural hedging for a general portfolio of insurance companies
碩士 === 國立政治大學 === 風險管理與保險研究所 === 98 === The mortality rate of human being has decreased year by year due to the improvement of medical and hygienic techniques. With the mortality improvement over time, life insurers may gain a profit and annuity insurers may suffer losses because of longevity risk....
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/45876141331113264602 |