ABSTRACT
The problem of interest rate risk exposure has become increasingly important for financial institutions. There is a direct relation between the duration of life insurance products and its present value sensitivity to changes in market interest rates. This article describes the historical development of duration and its application in the study of life insurance products. This study examines the interest rate risk exposure of life insurance products.
| Identifer | oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0719102-083227 |
| Date | 19 July 2002 |
| Creators | Chen, Chin-Ming |
| Contributors | none, none, none |
| Publisher | NSYSU |
| Source Sets | NSYSU Electronic Thesis and Dissertation Archive |
| Language | Cholon |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0719102-083227 |
| Rights | off_campus_withheld, Copyright information available at source archive |
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