Pricing guaranteed annuity optionn with surrender rates consideration
碩士 === 東吳大學 === 財務工程與精算數學系 === 98 === The price of guaranteed annuity option (GAO) is correlated with policyholders’ surrender behaviors. The AIRC’s draft of “Actuarial guideline for investment guarantee insurance product” emphasizes that insurers should construct dynamic surrender model for pricing...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/50021401716277676634 |