Assessing the solvency of insurance portfolios via a continuous-time cohort model
Petar Jevtić; Luca Regis
| Year of publication: |
2015
|
|---|---|
| Authors: | Jevtić, Petar ; Regis, Luca |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 61.2015, p. 36-47
|
| Subject: | Longevity risk | Natural hedging | Continuous-time cohort models for longevity | Solvency of insurance portfolios | Solvency requirements | Longevity and interest-rate risk | Risikomodell | Risk model | Sterblichkeit | Mortality | Portfolio-Management | Portfolio selection | Hedging | EU-Versicherungsrecht | European insurance law | Theorie | Theory | Betriebliche Liquidität | Corporate liquidity | Kohortenanalyse | Cohort analysis | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010515932