변액연금보험 GLWB 옵션의 가치산정 및 CPPI 자산배분전략을 통한 리스크 감소A valuation on the guaranteed lifetime withdrawal benefit within variable annuity and a risk hedging with CPPI

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Advisors
김동석researcherKim, Tong-Suk
Description
한국과학기술원 : 금융전공,
Publisher
한국과학기술원
Issue Date
2012
Identifier
488892/325007  / 020104099
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 금융전공, 2012.2, [ v, 21 p. ]

Keywords

변액연금; 최저종신인출보증옵션; variable annuity; guaranteed lifetime withdrawal benefit; CPPI(constant porportion portfolio insurance); 정률보험전략

URI
http://hdl.handle.net/10203/181403
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=488892&flag=dissertation
Appears in Collection
KGSF-Theses_Master(석사논문)
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