English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 113656/144643 (79%)
Visitors : 51721490      Online Users : 537
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    政大機構典藏 > 商學院 > 金融學系 > 期刊論文 >  Item 140.119/7409
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/7409


    Title: 人壽保險費率的分析─從選擇權理論觀點
    Other Titles: The analysis of a life insurance premium- basis on the option’s theory
    Authors: 廖四郎;蔡明憲;徐守德
    Date: 2000
    Issue Date: 2008-11-14 12:11:24 (UTC+8)
    Abstract: 現行保費的計算皆從精算的基礎出發,甚少研究論及個人效用函數的觀點。本文應用選擇權定價理論,從個人效用函數出發,在保險精算的基礎上,將保險理論和財務理論相結合。在Arrow-Debreu 的經濟體系下,以選擇權中的新奇選擇權來描述純保險的合約並決定出純保險費率的通用解。文中以該解為基礎,說明保險純保費之比較靜態分析,該解的存在使保險理論的比較靜態分析更有數理上的說服力。
    Currently, the life insurance premium is pricing based on the actuarial concept. Only a few
    studies investigate this issue from the viewpoint of individual utility function. This paper studies the
    life insurance from the pricing theory of an exotic option. The advantage is that we can combine the
    economic theory into the ordinary life insurance theory. Based on the option’s pricing theory, this
    paper derives a general solution of the life insurance under the Arrow-Debreu economic structure.
    Besides, the paper uses this solution to conduct comparative analysis of life insurance premium. It
    provides theoretical foundation for the comparative analysis in life insurance theory.
    Relation: 風險管理學報, 2(1), 1-24
    Data Type: article
    Appears in Collections:[金融學系] 期刊論文

    Files in This Item:

    File SizeFormat
    453KbAdobe PDF21154View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback