[公告] 壽險精算課程公告
注意!!
以下為期中的PAPER分配~~
4/18
1. 博士班學長
Bacinello, A.R., 2003（a）, Fair Valuation of a Guaranteed Life Insurance Participating Contract Embedding a Surrender Option, Journal of Risk and Insurance, 70(3):461-487
Bacinello. A. R. 2003（b）,Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Options, North American Actuarial Journal 7 (3):1-17
4/25 目前還沒有人報告
1.
Lin, Y. and Cox, S.H., （2005）, Lin, Y., and Cox, S.H., 2005, Securitization of mortality risks in life annuities, Journal of Risk and Insurance, 72:227-252.
S. H. Cox, Y. Lin, S. Wang (2006) Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization, Journal of Risk and Insurance, 73(4), 719-736.
2.
Denuit, Michel, Devolder, Pierre and Goderniaux, A-C.(2007) Securitization of Longevity Risk : Pricing Survivor Bonds with Wang Transform in the Lee-Carter Framework, Journal of Risk and Insurance, 74(1); 87-113.
5/2
1. 楊志偉組
Berketi, Alexandra K.,(1999), Insolvency risk and its impact on the policyholders’ investment choices：a mean-variance approach for participating life insurance business in UK , Insurance Mathematics and Economics ,
2. 目前還沒人選
Grosen, A., and P.L. Jorgensen, 1997, Valuation of Early Exercisable Interest Rate Guarantees, Journal of Risk and Insurance, 64:481-503.
5/16
1. 陳維祥組
Grosen, A., and P.L.Jorgensen, 2000, Fair Valuation of Life Insurance Liabilities: The impact of Interest Rate Guarantees, Surrender Options and Bonus Policies, Insurance: Mathematics and Economics, 26: 37-57.
Grosen, A., and P.L.Jorgensen, 2002, Life Insurance Liabilities at Market Value: An Analysis of Insolvency Risk, Bonus Policy, and Regulatory Intervention Rules in a Barrier Option Framework, Journal of Risk and Insurance, 69:63-91.
請負責報告的組別記得把PPT寄給老師
老師的email:syang@bmath.scu.edu.tw
--
※ 發信站: 批踢踢實業坊(ptt.cc)
◆ From: 140.112.111.208
※ 編輯: charliehu 來自: 140.112.111.208 (04/14 12:09)
討論串 (同標題文章)
完整討論串 (本文為第 2 之 3 篇)：
公告
2
6