Allocating overseas : risk assessment of currency hedging in Taiwan life insurance industry
Year of publication: |
2020
|
---|---|
Authors: | Chang, Shih-Chieh ; Lee, Yen-Kuan ; Hsuan, Wei ; Tu, Chang-ye |
Published in: |
Asia-Pacific journal of risk and insurance : APJRI. - Berlin : De Gruyter, ISSN 2153-3792, ZDB-ID 2541118-4. - Vol. 14.2020, 1, p. 1-16
|
Subject: | overseas investment | interest-sensitive | foreign-exchange reserves | non-deliverable forward | basket hedging | shortfall | Hedging | Taiwan | Lebensversicherung | Life insurance | Währungsderivat | Currency derivative | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Auslandsinvestition | Foreign investment | Währungsrisiko | Exchange rate risk |
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