蔡政憲 - 政大學術集成

Publications-Conference

Showing 1-25 of 26

Date▼ Title Type  Full Text
2005 The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios conference
2005 Hedging Labor Income and Inflation Uncertainties through Capital Market in Defined Contribution Pension Schemes conference
2004 Incorporating Foreign Equities in Optimal Portfolio Selection for Insurers conference
2003 Effective Duration of Life Insurance Policies Estimated with Empirical Surrender Behaviors conference
2003 The Impact of Correlation on the Effectiveness of Risk-Based Capital conference
2003 An Empirical Study on the Solvency Prediction of Simulation Analysis Scenario Analysis and Risk-Based Capital conference
2003 An application of the residual income valuation model to the price of insurance companies conference
2002 Duration Analysis on Life Insurance Policies: A Case of Endowment Policies conference
2002 Lapse Rate and the Distribution of Policy Reserves conference
2002 Risk-Based Capital and the Life Insurer’s Risk Taking Behaviors conference
2002 Duration Analysis on Life Insurance Policies The Third Risk Management Theory Seminar conference
2002 The Distribution of Policy Reserves with the Term Structure of Lapse Rate conference
2002 Dynamic Funding and Investment Strategy for Defined Benefit Pension Schemes: Model Incorporating Asset-Liability Matching Criterions conference
2001 How does the Correlation among Risks Matter in the Effectiveness of Capital Requirements: A Simulation Study on the Property-Casualty Insurance Industry conference
2001 How does Correlation Matter in Capital Requirements: A Simulation Study on the Property-Casualty Insurance Industry conference
2001 Risk Analyses of Life Insurance Reserves conference
2000 保險法中之投資限制對保險業投資績效影響之實證研究 conference
2000 The Estimation of Value at Risk for the Reserves of the Life/Health Insurance Company conference
2000 銀行與保險業整合之風險與獲利性模擬分析 conference
2000 An Empirical Study on the Solvency Prediction of Value at Risk and Risk-Based Capital conference
2000 The Comparison of Value at Risk and Risk Based Capital in Insurance Solvency Regulation conference
2000 Determinants of Capital Structure in the Insurance Industry conference
2000 Value at Risk for the Reserves of Multi-Product Life Insurers conference
1999 The Application of Value at Risk to the Life Insurance Industry conference
1999 Simulation Tests on the Effectiveness of Insurance Solvency Regulation conference