Factor risk quantification in annuity models
Uǧur Karabey; Torsten Kleinow; Andrew J. G. Cairns
| Year of publication: |
2014
|
|---|---|
| Authors: | Karabey, Uǧur ; Kleinow, Torsten ; Cairns, Andrew |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 58.2014, p. 34-45
|
| Subject: | Risk capital allocation | Risk measures | Risk contribution | Life insurance | Hoeffding decomposition | Taylor expansion | Risiko | Risk | Lebensversicherung | Risikomaß | Risk measure | Risikomodell | Risk model | Risikomanagement | Risk management | Theorie | Theory | Messung | Measurement | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk |
| 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/10010437638