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
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김동석 | - |
| dc.contributor.advisor | Kim, Tong-Suk | - |
| dc.contributor.author | 한혜진 | - |
| dc.contributor.author | Han, Hye-jin | - |
| dc.date.accessioned | 2013-09-12T02:27:54Z | - |
| dc.date.available | 2013-09-12T02:27:54Z | - |
| dc.date.issued | 2012 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=488892&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/181403 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융전공, 2012.2, [ v, 21 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 변액연금 | - |
| dc.subject | 최저종신인출보증옵션 | - |
| dc.subject | variable annuity | - |
| dc.subject | guaranteed lifetime withdrawal benefit | - |
| dc.subject | CPPI(constant porportion portfolio insurance) | - |
| dc.subject | 정률보험전략 | - |
| dc.title | 변액연금보험 GLWB 옵션의 가치산정 및 CPPI 자산배분전략을 통한 리스크 감소 | - |
| dc.title.alternative | A valuation on the guaranteed lifetime withdrawal benefit within variable annuity and a risk hedging with CPPI | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 488892/325007 | - |
| dc.description.department | 한국과학기술원 : 금융전공, | - |
| dc.identifier.uid | 020104099 | - |
| dc.contributor.localauthor | 김동석 | - |
| dc.contributor.localauthor | Kim, Tong-Suk | - |
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