English  |  正體中文  |  简体中文  |  Post-Print筆數 : 11 |  Items with full text/Total items : 88657/118248 (75%)
Visitors : 23504406      Online Users : 231
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
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/61755


    Title: A Feasible Natural Hedging Strategy for Insurance Companies
    Authors: 黃泓智
    Wang, Chou-Wen;Huang, Hong-Chih;Hong, De-Chuan
    Contributors: 風管系
    Keywords: Longevity risk;Natural hedging strategy;Experience mortality rates
    Date: 2013-05
    Issue Date: 2013-11-21 14:56:00 (UTC+8)
    Abstract: To offer a means for insurance companies to deal with longevity risk, this article investigates a natural hedging strategy and attempts to find an optimal allocation of insurance products. Unlike prior research, this proposed natural hedging model can account for both the variance and mispricing effects of longevity risk at the same time. In addition, this study employs experience mortality rates, obtained from life insurance companies, rather than population mortality data for life insurance and annuity products.
    Relation: Insurance : Mathematics and Economics, 52(3), 532-541
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1016/j.insmatheco.2013.02.015
    DOI: 10.1016/j.insmatheco.2013.02.015
    Appears in Collections:[風險管理與保險學系 ] 期刊論文

    Files in This Item:

    File SizeFormat
    532541.pdf479KbAdobe PDF1103View/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
    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。
    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。
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback