코퓰라를 활용한 연생보험계약의 준비금에 관한 연구
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 고방원 | - |
dc.contributor.author | phonchewin jiraporn | - |
dc.contributor.author | 유병학 | - |
dc.date.available | 2018-05-09T13:04:30Z | - |
dc.date.created | 2018-04-17 | - |
dc.date.issued | 2014-09 | - |
dc.identifier.issn | 1229-103X | - |
dc.identifier.uri | http://scholarworks.bwise.kr/ssu/handle/2018.sw.ssu/10851 | - |
dc.description.abstract | In this paper, we analyze the effect of dependence between two insureds’ future lifetimes on valuing multiple life insurances and annuities. For the purpose, we first find a best copula to fit the joint mortality data consisting of the Korean married couples, and then evaluate the multiple life contracts under the copula model. A comparison study is performed regarding dependence status, and further extended to incorporate other risk factors such as longevity and interest rate. According to our findings, the student copula describes best our joint mortality data and the effect of dependence can be quite considerable depending on the contract type. | - |
dc.language | 한국어 | - |
dc.language.iso | ko | - |
dc.publisher | 한국리스크관리학회 | - |
dc.relation.isPartOf | 리스크관리연구 | - |
dc.subject | Copula | - |
dc.subject | Gompertz Model | - |
dc.subject | Lee-Carter Model | - |
dc.subject | Multiple Life Insurance | - |
dc.subject | Reserve | - |
dc.subject | 코퓰라 | - |
dc.subject | Gompertz 모형 | - |
dc.subject | Lee-Carter 모형 | - |
dc.subject | 연생보험 | - |
dc.subject | 준비금 | - |
dc.title | 코퓰라를 활용한 연생보험계약의 준비금에 관한 연구 | - |
dc.title.alternative | A Study on Reserving Multiple Life Insurances and Annuities: A Copula Approach | - |
dc.type | Article | - |
dc.identifier.doi | 10.21480/tjrm.25.2.201409.002 | - |
dc.type.rims | ART | - |
dc.identifier.bibliographicCitation | 리스크관리연구, v.25, no.2, pp.35 - 58 | - |
dc.identifier.kciid | ART001915661 | - |
dc.description.journalClass | 2 | - |
dc.citation.endPage | 58 | - |
dc.citation.number | 2 | - |
dc.citation.startPage | 35 | - |
dc.citation.title | 리스크관리연구 | - |
dc.citation.volume | 25 | - |
dc.contributor.affiliatedAuthor | 고방원 | - |
dc.contributor.affiliatedAuthor | 유병학 | - |
dc.identifier.url | https://www.kci.go.kr/kciportal/ci/sereArticleSearch/ciSereArtiView.kci?sereArticleSearchBean.artiId=ART001915661 | - |
dc.description.isOpenAccess | N | - |
dc.subject.keywordAuthor | Copula | - |
dc.subject.keywordAuthor | Gompertz Model | - |
dc.subject.keywordAuthor | Lee-Carter Model | - |
dc.subject.keywordAuthor | Multiple Life Insurance | - |
dc.subject.keywordAuthor | Reserve | - |
dc.subject.keywordAuthor | 코퓰라 | - |
dc.subject.keywordAuthor | Gompertz 모형 | - |
dc.subject.keywordAuthor | Lee-Carter 모형 | - |
dc.subject.keywordAuthor | 연생보험 | - |
dc.subject.keywordAuthor | 준비금 | - |
dc.description.journalRegisteredClass | kci | - |
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