淡江大學機構典藏:Item 987654321/52730
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    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/52730


    Title: 確定給付制之最適資產配置與攤提決策
    Authors: 繆震宇;Miao, Jerry C. Y.
    Contributors: 淡江大學保險學系
    Keywords: 未提存應計負債;退撫基金;動態規劃;資產配置
    Date: 2007-09
    Issue Date: 2010-12-01 10:26:32 (UTC+8)
    Publisher: 淡江大學
    Abstract: 本研究以一個符合實務規範的退休基金管理模型，探討退休基金最適的資產配置決策以及未提存應計負債的最適攤提決策，並且以退撫基金作為模型應用的對象，得到的結論有﹕一、適當的攤提決策有助於降低基金的風險，並且在制定攤提決策時應該考慮基金的期初積儲狀況。二、本文所找出的資產配置是屬於非常積極的投資策略，兩年期定存約在10%以下，股票的投資比重則在90%以上。三、長期而言，本模型所建議的資產配置有助於基金資產的累積。四、平均提撥率在絕大多數的期間都低於1，甚至有負提撥的可能，這對於提高退休給付或是降低基金風險具有實質的意義。
    Relation: 淡江人文社會學刊=Tamkang Journal of Humanities and Social Sciences 31，頁51-66
    Appears in Collections:[Graduate Institute & Department of Insurance Insurance] Journal Article

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