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    Title: 壽險公司責任準備金涉險值之估計
    The Estimation of Value at Risk for the Reserve of Life/Health Insurance Company
    Authors: 詹志清
    Chan, Chihching
    Contributors: 蔡政憲
    Chenghsien Tsai
    詹志清
    Chihching Chan
    Keywords: 涉險值 (風險值)
    風險因子
    死亡率風險
    解約率風險
    利率風險
    保單責任準備金
    參數風險
    涉險值的信賴區間
    the VAR of life insurer`s terminal reserve
    mortality risk
    interest rate risk
    lapse rate risk
    estimation risk (parameter risk)
    the confidence interval of the VAR estimates
    policy reserve
    risk factor
    Date: 1998
    Issue Date: 2016-04-22 10:56:51 (UTC+8)
    Abstract: 中文摘要
    ABSTRACT
    Reference: 
    Description: 碩士
    國立政治大學
    風險管理與保險研究所
    86358015
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002001441
    Data Type: thesis
    Appears in Collections:[風險管理與保險學系] 學位論文

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