[journal]
권용재
/ 2010
/
Determination of Required Capital for Guaranteed Minimum Accumulation Benefits Embedded in Variable Annuities Via a Method Based on Stochastic Scenarios
/ 보험학회지
/ 한국보험학회
(87)
: 1~33
[journal]
김융희
/ 2011
/
Analyzing Guarantees in Variable Annuities
/ 보험금융연구
/ 보험연구원
22
(2)
: 3~25
[journal]
김융희
/ 2012
/
An Analysis on the Minimum Guarantee Reserves in Variable Annuities Using Different Stock Return Models
/ 보험금융연구
/ 보험연구원
23
(4)
: 99~131
[journal]
노건엽
/ 2012
/
Evaluating the Guarantee Reserves in Variable Insurance by Stock Return Scenarios with Stochastic Volatility
/ 보험금융연구
/ 보험연구원
23
(1)
: 3~34
[report]
보험개발원 변액연금 보증준비금 평가 T/F
/ 2009
/ 변액보험 보증리스크 평가 보고서
/ 보험개발원
[report]
보험개발원 변액연금 보증준비금 평가 T/F
/ 2010
/ 변액보험 보증준비금 평가 실무 처리방안
/ 보험개발원
[report]
보험개발원 자산시나리오 작업반
/ 2011
/ 자산시나리오 산출 보고서
/ 보험개발원
[other]
생명보험협회
/ 월간 생명보험 통계
[journal]
엄영호
/ 2009
/
Variable Annuity Pricing and Risk Analysis
/ 보험학회지
/ 한국보험학회
(84)
: 105~138
[report]
American Academy of Actuaries' Life Capital Adequacy Sub committees' C-3 Phase 2 Work Group to the National Association of Insurance Commissioners' Capital Adequacy Task Force
/ 2005
/ C3 Phase II Risk-Based Capital for Variable Annuities: Pre-packaged Scenarios
/ AAA
[book]
Bauwens, L.
/ 1999
/ Bayesian Inference in Dynamic Econometric Models
/ Oxford University Press
[journal]
Cho, Jaeho
/ 2011
/ The Korean Stock Market Volatility during the Currency Crisis and the Credit Crisis
/ Japan and the World Economy
23
(4)
: 246~252
[report]
CIA Task Force on Segregated Fund Investment Guarantees
/ 2002
/ Report of the CIA Task Force on Segregated Fund Investment Guarantees
/ CIA
[journal]
Hardy, M.
/ 2001
/ A Regime-Switching Model of Long-Term Stock Returns
/ North American Actuarial Journal
5
(2)
: 41~53
[book]
Hardy, M.
/ 2003
/ Investment Guarantees: Modeling and Risk Management for Equity-Linked Life Insurance
/ John Wiley & Sons
[journal]
Hardy, M.
/ 2006
/ Validation of Long-Term Equity Return Models for Equity-Linked Guarantees
/ North American Actuarial Journal
10
(4)
: 28~47
[other]
Johannes, M.
/ 2010
/ MCMC Methods for Continuous-Time Financial Econometrics, Handbook of Financial Econometrics
[book]
Kim, Chang-Jin
/ 2000
/ State-Space Models with Regime Switching
/ The MIT Press