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A Study on Interest Rate Risk of the Life Insurance Products

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.

Identiferoai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0719102-083227
Date19 July 2002
CreatorsChen, Chin-Ming
Contributorsnone, none, none
PublisherNSYSU
Source SetsNSYSU Electronic Thesis and Dissertation Archive
LanguageCholon
Detected LanguageEnglish
Typetext
Formatapplication/pdf
Sourcehttp://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0719102-083227
Rightsoff_campus_withheld, Copyright information available at source archive

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