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    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/13044

    Title: 蒙地卡羅方法評估保本型變額保險之利率風險
    Other Titles: Evaluating the interest rate risk for minimum guaranteed equity-linked life insurance policies using Monte Carlo simulations
    Authors: 張士傑;田嘉蓉;山中康司
    Chang,Shih-Chieh;Tien,Chia-Jung;Yasushi Yamanaka
    Keywords: 平賭過程;指數參與率;亞式選擇權;最低保證;Girsanov定理
    Asian option;Girsanov theorem;index participation rate;minimum guaranteed
    Date: 2000-09
    Issue Date: 2008-12-08 11:12:12 (UTC+8)
    Relation: 中國統計學報,38(3),281-296
    Data Type: article
    Appears in Collections:[風險管理與保險學系 ] 期刊論文

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