Research on the Systematic Risk and Solvency Assessment in Life Insurance Market
碩士 === 國立政治大學 === 風險管理與保險研究所 === 103 === This paper considers the problem of valuating the default option of the life insurers that are subject to systematic financial risk in the sense that the volatility of the investment portfolio is modeled through stochastic processes. In particular, this impli...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/3fy79e |
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