Valuation of a defined contribution pension plan: evidence from stock indices under Markov-Modulated jump diffusion model
碩士 === 國立政治大學 === 統計研究所 === 101 === Pension plan make people a guarantee life in their retirement. In order to ensure the appropriate amount of pension plan, government guarantees associated with pension plan which ties minimum rate of return guarantees and underlying asset rate of return. In this p...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12019388958009131033 |