Fair valuation and risk assessment of dynamic hybrid products in life insurance : a portfolio consideration
Alexander Bohnert and Nadine Gatzert
| Year of publication: |
2014
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|---|---|
| Authors: | Bohnert, Alexander ; Gatzert, Nadine |
| Published in: |
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association. - Basingstoke : Palgrave Macmillan, ISSN 0252-1148, ZDB-ID 196109-3. - Vol. 39.2014, 1, p. 148-172
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| Subject: | life insurance | risk measurement | risk-neutral valuation | dynamic hybrid | constant proportion portfolio insurance | Theorie | Theory | Lebensversicherung | Life insurance | Portfolio-Management | Portfolio selection | Risikomodell | Risk model | Risiko | 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/10010337081