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Optimal asset allocation for interconnected life insurers in the low interest rate environment under solvency regulation
Niedrig, Tobias - In: The journal of insurance issues : official journal of … 38 (2015) 1, pp. 31-71
Persistent link: https://www.econbiz.de/10011380756
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Fair valuation and risk assessment of dynamic hybrid products in life insurance : a portfolio consideration
Bohnert, Alexander; Gatzert, Nadine - In: The Geneva papers on risk and insurance - issues and … 39 (2014) 1, pp. 148-172
Persistent link: https://www.econbiz.de/10010337081
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Optimal asset allocation for interconnected life insurers in the low interest rate environment under solvency regulation
Niedrig, Tobias - 2015 - This version: December 2014
I assess how Basel III, Solvency II and the low interest rate environment will affect the financial connection between the bank and insurance sector by changing the funding patterns of banks as well as the investment strategies of life insurance companies. Especially for life insurance...
Persistent link: https://www.econbiz.de/10010510056
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Optimal asset allocation in life insurance : the impact of regulation
Chen, An; Hieber, Peter - In: Astin bulletin : the journal of the International … 46 (2016) 3, pp. 605-626
Persistent link: https://www.econbiz.de/10011669744
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A combined approach to risk analysis and valuation of life insurance contracts
Graf, Stefan - 2008
Persistent link: https://www.econbiz.de/10003741848
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The impact of the secondary market on life insurers' surrender profits
Gatzert, Nadine; Hoermann, Gudrun; Schmeiser, Hato - In: 35th Seminar of the European Group of Risk and …, (pp. 1-22). 2008
Persistent link: https://www.econbiz.de/10003852398
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The impact of the secondary market on life insurers' surrender profits
Gatzert, Nadine; Hoermann, Gudrun; Schmeiser, Hato - 2008
Persistent link: https://www.econbiz.de/10003903328
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The impact of the secondary market on life insurers' surrender profits
Gatzert, Nadine; Hoermann, Gudrun; Schmeiser, Hato - In: The journal of risk and insurance : the journal of the … 76 (2009) 4, pp. 887-908
Persistent link: https://www.econbiz.de/10003916512
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Longevity risk in life insurance products
Stevens, Ralph - 2011
Persistent link: https://www.econbiz.de/10008903446