자산할당방법을 이용한 보험료산출에 관한 연구 = A Study on the Pricing of Insurance Products Using Asset Share

참고문헌 (Reference)

1 "최신보험수리학" 박영사 1992

2 "종신보험 보유계약과 신계약의 수익성분석" 한국보험학회 62 : 94-117, 2002

3 "보험상품의 수익성분석" 한국리스크관리학회 281-305, 1998

4 "Valuation of Options on the Maximum/Minimum of Multiple Assets, Discrete Lookback Options and Equity-Indexed Annuities" 95-114, 1999

5 "Valuation of Equity-Indexed Annuities under Stochastic Interest Rates" 7 : 72-91,

6 "Transactions of SOA" 277-322,

7 "The Record of the American Institute of Actuaries" ; (;): 8-22,

8 "The Process of Premium Formulation Transactions of SOA" 435-448,

9 "The Arbitrage Theory of Capital Asset Pricing Journal of Economic Theory" 341-360, 1976

10 "Society of Actuaries" 1986

11 "Society of Actuaries" 2000

12 "SOA study note" Macro Pricing 1998

13 "Risk Adjusted Discount Rates and Capital Budgeting under Uncertainty Journal of Financial Economics 5" 3-24, 1977

14 "Principles of Corporate Finance" The McGraw-Hill Co Inc

15 "Premiums for Nonparticipating Life Insurance Transactions of SOA" 1919

16 "Investment Guarantees: Modeling and Risk Management for Equity-Linked Life Insurance" Wiley & Sons, Inc., 2003

17 "Introduction to Pricing and Asset Share"

18 "Gross Premium Calculation and Profit Measurement for Nonparticipating Insurance Transactions of SOA XI" 357-420,

19 "Asset Shares and Their Relation to Nonforfeiture Values Transactions of SOA" 379-393, 1939

20 "A Theory of Market Equilibrium under Conditions of Risk Journal of Finance 19" 425-442, 1964

21 "A Present Value Approach to Profit Margins and Dividends Transactions of SOA" 187-200

22 "A New Method of Computing Non-Participating Premiums Transactions of SOA" 140-166, 1929