Asset/liability management of German life insurance companies: a value-at-risk approach in the presence of interest rate guarantees
Year of publication: |
2005
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Authors: | Albrecht, Peter ; Weber, Carsten |
Published in: |
Risk management : challenge and opportunity ; with 125 tables. - Berlin : Springer, ISBN 3-540-22682-6. - 2005, p. 407-419
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Subject: | Lebensversicherung | Life insurance | Zins | Interest rate | Bilanzstrukturmanagement | Asset-liability management | Theorie | Theory | Deutschland | Germany | Risikomaß | Risk measure |
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