Evaluation of Insurance Risk Capital of Natural-hedged Life Insurance Products

碩士 === 東吳大學 === 財務工程與精算數學系 === 106 === The composition of life insurance products can mitigate the impact of mortality uncertainty on pricing and reserving through the concept of natural hedging. In this paper, I measure insurance risk capital of two common natural-hedged life insurance products, en...

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Bibliographic Details
Main Authors: WU,CHIA-AN, 吳家安
Other Authors: Chan,Fang-Shu
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/c3g46j