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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dc.contributor.advisor김동석-
dc.contributor.advisorKim, Tong-Suk-
dc.contributor.author한혜진-
dc.contributor.authorHan, Hye-jin-
dc.date.accessioned2013-09-12T02:27:54Z-
dc.date.available2013-09-12T02:27:54Z-
dc.date.issued2012-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=488892&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/181403-
dc.description학위논문(석사) - 한국과학기술원 : 금융전공, 2012.2, [ v, 21 p. ]-
dc.languagekor -
dc.publisher한국과학기술원-
dc.subject변액연금-
dc.subject최저종신인출보증옵션-
dc.subjectvariable annuity-
dc.subjectguaranteed lifetime withdrawal benefit-
dc.subjectCPPI(constant porportion portfolio insurance)-
dc.subject정률보험전략-
dc.title변액연금보험 GLWB 옵션의 가치산정 및 CPPI 자산배분전략을 통한 리스크 감소-
dc.title.alternativeA valuation on the guaranteed lifetime withdrawal benefit within variable annuity and a risk hedging with CPPI-
dc.typeThesis(Master)-
dc.identifier.CNRN488892/325007 -
dc.description.department한국과학기술원 : 금융전공, -
dc.identifier.uid020104099-
dc.contributor.localauthor김동석-
dc.contributor.localauthorKim, Tong-Suk-
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