Extrapolation of long-term risk-free interest rates: A case study for the Taiwan insurance market

Chih-Kai Chang; Jiun-Tze Li

doi:10.5897/AJBM11.1068

African Journal of
Business Management

Abbreviation: Afr. J. Bus. Manage.
Language: English
ISSN: 1993-8233
DOI: 10.5897/AJBM
Start Year: 2007
Published Articles: 4194

Full Length Research Paper

Extrapolation of long-term risk-free interest rates: A case study for the Taiwan insurance market

Chih-Kai Chang1* and Jiun-Tze Li2

1Department of Risk Management and Insurance, Feng Chia University, Taichung, Taiwan, Republic of China. 2Graduate Institute of Statistics and Actuarial Science, Feng Chia University, Taichung, Taiwan.
Email: [email protected]

Article Number - 900B60615774
Vol.5(26), pp. 10645-10656 , October 2011
https://doi.org/10.5897/AJBM11.1068

Accepted: 27 July 2011
Published: 28 October 2011

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