Interest Rate Sensitivity and Equity Values of Life Insurance Companies : A Garch-M Model
Year of publication: |
[2014]
|
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Authors: | Brewer, Elijah |
Other Persons: | Carson, James M. (contributor) ; Elyasiani, Elyas (contributor) ; Mansur, Iqbal (contributor) ; Scott, William L. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (29 p) |
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Type of publication: | Book / Working Paper |
Notes: | In: Journal of Risk and Insurance, Forthcoming |
Classification: | G22 - Insurance; Insurance Companies ; G30 - Corporate Finance and Governance. General ; K23 - Regulated Industries and Administrative Law ; L51 - Economics of Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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