Valuation and risk assessment of participating life insurance in the presence of credit risk
Year of publication: |
2018
|
---|---|
Authors: | Eckert, Johanna |
Published in: |
Asset liability management in insurance companies. - Nürnberg. - 2018, p. 69-97
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Subject: | Participating life insurance | Credit risk | Interest rate risk | Risk-neutral valuation | Asset management | Lebensversicherung | Life insurance | Kreditrisiko | Risikomodell | Risk model | Vermögensverwaltung | Theorie | Theory |
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