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
- Advisors
- 김동석researcher; Kim, 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
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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