Interest Rate Risk, Longevity Risk and the Solvency of Life Insurers
Year of publication: |
2016
|
---|---|
Authors: | Berdin, Elia |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Lebensversicherung | Life insurance | Sterblichkeit | Mortality | Zinsrisiko | Interest rate risk | Risikomodell | Risk model |
Extent: | 1 Online-Ressource (56 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: ICIR Working Paper Series No. 23/2016 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1, 2016 erstellt |
Classification: | G22 - Insurance; Insurance Companies ; G23 - Pension Funds; Other Private Financial Institutions ; G12 - Asset Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Interest rate risk, longevity risk and the solvency of life insurers
Berdin, Elia, (2016)
-
Longevity risk management and the development of a value-based longevity index
Chang, Yang, (2018)
-
Consistent Dynamic Affine Mortality Models for Longevity Risk Applications
Blackburn, Craig, (2012)
- More ...
-
Insurance activities and systemic risk
Berdin, Elia, (2015)
-
A stochastic forward-looking model to assess the profitability and solvency of European insurers
Berdin, Elia, (2017)
-
The effects of a low interest rate environment on life insurers
Berdin, Elia, (2015)
- More ...