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131
Asset-Liability-Management von Lebensversicherungsunternehmen : eine Untersuchung unter besonderer Berücksichtigung der Zinssensitivitätsmaße Duration und Konvexität
Rothe, Lars
-
1999
Persistent link: https://www.econbiz.de/10001356425
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132
Interest rate derivatives and risk exposure : evidence from the life insurance industry
Liu, Hui-Hsuan
;
Chang, Ariana
;
Shiu, Yung-Ming
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012659093
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133
Global life insurers during a low interest rate environment
Koijen, Ralph S. J.
;
Yogo, Motohiro
- In:
AEA papers and proceedings
112
(
2022
),
pp. 503-508
Persistent link: https://www.econbiz.de/10013254297
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134
Gauging the impact of a low interest rate environment on German life insurers
Kablau, Anke
;
Wedow, Michael
- In:
Applied economics quarterly
58
(
2012
)
4
,
pp. 279-298
Persistent link: https://www.econbiz.de/10010127970
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135
Efficient hedging for equity-linked life insurance contracts with stochastic interest rate
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 207-223
Persistent link: https://www.econbiz.de/10010190153
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136
Valuation and risk assessment of participating life insurance in the presence of credit risk
Eckert, Johanna
;
Gatzert, Nadine
;
Martin, Michael
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 382-393
Persistent link: https://www.econbiz.de/10011630886
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137
Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks
Han, Nan-Wei
;
Hung, Mao-Wei
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 54-67
Persistent link: https://www.econbiz.de/10011702045
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138
The dynamics of premium reserves of life annuities under the regime of Solvency II
Bartels, Hans-Jochen
;
Bartels, Johannes
- In:
Zeitschrift für die gesamte Versicherungswissenschaft …
105
(
2016
)
5
,
pp. 525-535
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139
Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality
Ignatieva, Ekaterina
;
Song, Andrew
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 286-300
Persistent link: https://www.econbiz.de/10011597296
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140
Rising interest rates, lapse risk, and the stability of life insurers
Kubitza, Christian
- In:
Essays on financial stability and insurance markets
,
(pp. 85-157)
.
2018
Persistent link: https://www.econbiz.de/10012055955
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