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....

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Bibliographic Details
Main Authors: Hong, De Chuan, 洪德全
Other Authors: 黃泓智
Format: Others
Language:en_US
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/45876141331113264602

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