The Application of Stochastic Models in Insurer’s Cash Flow Testing
碩士 === 國立中央大學 === 財務金融學系 === 104 === The purpose of this research is to apply two financial scenario generator models - CAS-SOA financial scenario model and AAA financial scenario model proposed in the actuarial practice in the U.S., to produce a set of interest rate scenarios and equity return scen...
| 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/32220925856765262075 |