Risk Management of Equity-Linked Insurance Products


Grant Data
Project Title
Risk Management of Equity-Linked Insurance Products
Principal Investigator
Professor Yang, Hailiang   (Principal investigator)
Co-Investigator(s)
Dr Siu Tak Kuen, Ken   (Co-Investigator)
Duration
24
Start Date
2009-01-01
Completion Date
2010-12-31
Amount
542500
Conference Title
Presentation Title
Keywords
Equity-linked products, jump diffusion model, risk management, interest rate risk, mortality risk
Discipline
Others - Administrative, Business and Social Studies (Obsolete),Finance
Panel
Humanities & Social Sciences (H)
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
HKU 754008H
Grant Type
General Research Fund (GRF)
Funding Year
2008/2009
Status
Completed