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...
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 |
Similar Items
-
Hedging Longevity Risk for Life Insurance Companies
by: Jeffrey Tzu-Hao Tsai, et al.
Published: (2008) -
Life Insurance Reserving under the Strategy of Natural Hedge
by: Hsiao-Chi Wang, et al.
Published: (2013) -
Evaluation of Insurance Risk Capital of Life Insurance and Annuity in Risk-based Capital System
by: CHEN, JHIH-YUN, et al.
Published: (2017) -
Discrete hedging in insurance risk management
by: Sator, Imre Emil
Published: (2010) -
The application of Riskiness on the optimal natural hedge ratio in life insurance companies
by: Ying-Tse Hsiao, et al.
Published: (2019)