Default AnalysisofInterestSensitiveLifeInsurance Policies underStochasticVolatility
碩士 === 國立政治大學 === 風險管理與保險研究所 === 104 === When systemic risk of capital markets exacerbates, the segment assets that held by interest sensitive life insurance policies will fluctuate widely and affect insurer's solvency. This paper considers the problem of valuating the default risk of the life...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32811506601631440617 |
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