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Stochastic mortality, macroeconomic risks, and life insurer solvency
Hanewald, Katja; Post, Thomas; Gründl, Helmut - 2009
Motivated by a recent demographic study establishing a link between macroeconomic fluctuations and the mortality index kt in the Lee-Carter model, we assess the impact of macroeconomic fluctuations on the solvency of a life insurance company. Liabilities in our stochastic simulation framework...
Persistent link: https://www.econbiz.de/10010265671
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Bericht / Nordstern-Lebensversicherungs-AG : über das ... Geschäftsjahr ...
Nordstern-Lebensversicherungs-Aktiengesellschaft <Köln> - 1992-1997: Köln : [Verlag nicht ermittelbar] - 125.1991(1992) - 130.1996
Persistent link: https://www.econbiz.de/10000536867
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Rapport annuel / CNP Assurances
CNP Assurances <Paris> - Paris - 1990 -
Persistent link: https://www.econbiz.de/10000538192
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Annual report / CNP Assurances
CNP Assurances <Paris> - Paris - Nachgewiesen 1992(1993) -
Persistent link: https://www.econbiz.de/10000538193
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Geschäftsbericht / Provinzial Leben
Provinzial Leben Versicherungsanstalt Schleswig-Holstein - Kiel - 1988(1989) - 1991(1992)
Persistent link: https://www.econbiz.de/10000538292
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Rapport annuel / CGER-Assurances SA
CGER-Assurances SA <Brüssel> - Bruxelles - 1992(1993) - 1996(1997)
Persistent link: https://www.econbiz.de/10000540673
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Morals and markets : the development of life insurance in the United States
Zelizer, Viviana A. Rotman - 1983
Persistent link: https://www.econbiz.de/10000541287
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History of actuarial science
Haberman, Steven (contributor) - 1995
Persistent link: https://www.econbiz.de/10000545293
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Strategische asset allocation in Lebensversicherungsunternehmen
Stephan, Thomas G. - 1995
Persistent link: https://www.econbiz.de/10000548004