Narrow search
Showing 1 - 10 of 4,204
Cover Image
Lending to lose : Who buys negatively yielding bonds and what it means for investors
Bhansali, Vineer - In: Journal of investment management : JOIM 19 (2021) 1, pp. 62-75
Persistent link: https://www.econbiz.de/10012814363
Cover Image
Managing pension liability credit risk : maintaining a total portfolio perspective
Meder, Aaron - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 90-99
Persistent link: https://www.econbiz.de/10003909595
Cover Image
The market for sharing interest rate risk: quantities behind prices
Khetan, Umang; Neamțu, Ioana; Sen, Ishita - 2023
Persistent link: https://www.econbiz.de/10014373715
Cover Image
Stochastic modeling and fair valuation of drawdown insurance
Zhang, Hongzhong; Leung, Tim; Hadjiliadis, Olympia - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 840-850
Persistent link: https://www.econbiz.de/10010227813
Cover Image
Asset concentration risk and insurance solvency regulation
Regele, Fabian; Gründl, Helmut - 2021
macroprudential insurance regulation. …
Persistent link: https://www.econbiz.de/10012647831
Cover Image
Risk Management in Banks and Insurance Companies : Step by Step
Blatter, Anja; Bradbury, Sean; Bruhn, Pascal; Ernst, Dietmar - 2024
This book shows how modern risk management in banks and insurance companies can be modeled in Excel and Matlab. Readers …
Persistent link: https://www.econbiz.de/10014583374
Cover Image
Essays on risk management and systemic risk in insurance
Bierth, Christopher - 2016
Persistent link: https://www.econbiz.de/10012384638
Cover Image
Hedging brevity risk with mortality-based securities
MacMinn, Richard D.; Richter, Andreas - 2006
security used to hedge the risk is similar to a CAT bond. This work looks at the incentives associated with insurance …
Persistent link: https://www.econbiz.de/10010441547
Cover Image
Analysing the determinants of credit risk for General Insurance firms in the UK
Caporale, Guglielmo Maria; Cerrato, Mario; Zhang, Xuan - 2016
This paper estimates a reduced-form model to assess the credit risk of General Insurance (GI) non-life firms in the UK … insurance firms. The implications of these findings for regulators of GI firms under the coming Solvency II are discussed. …
Persistent link: https://www.econbiz.de/10011497884
Cover Image
Defaulting Retirement Distributions Out of Defined-Contribution Plans : A Role for Managed-Payout Target-Date Portfolios
Fullmer, Richard K. - 2019
Default features in defined-contribution plans are designed to improve the retirement security of plan participants. To date, these have focused on the challenge of saving, ignoring the more complex challenge of dissaving. Automatic default provisions for drawing down participant account...
Persistent link: https://www.econbiz.de/10012904118