Interest rate risk, longevity risk and the solvency of life insurers
Year of publication: |
2016
|
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Authors: | Berdin, Elia |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, International Center for Insurance Regulation (ICIR) |
Subject: | Interest Rate Risk | Longevity Risk | Life Insurance | Annuities | Solvency II |
Series: | ICIR Working Paper Series ; 23/16 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 868627364 [GVK] hdl:10419/146754 [Handle] RePEc:zbw:icirwp:2316 [RePEc] |
Classification: | G22 - Insurance; Insurance Companies ; G23 - Pension Funds; Other Private Financial Institutions ; G12 - Asset Pricing ; G17 - Financial Forecasting |
Source: |
-
Interest rate risk, longevity risk and the solvency of life insurers
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The effects of a low interest rate environment on life insurers
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The effects of a low interest rate environment on life insurers
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A stochastic forward-looking model to assess the profitability and solvency of European insurers
Berdin, Elia, (2017)
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The effects of a low interest rate environment on life insurers
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