Risk minimization with inflation and interest rate risk: applications to non-life insurance
Year of publication: |
2009
|
---|---|
Authors: | Barbarin, Jerome ; De Launois, Tanguy ; Devolder, Pierre |
Published in: |
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 1867532. - 2009, 2, p. 119-151
|
Saved in:
Saved in favorites
Similar items by person
-
Risk measure and fair valuation of an investment guarantee in life insurance
Barbarin, Jerome, (2005)
-
Information, volatility and the cost of capital
De Launois, Tanguy, (2009)
-
News intensity and conditional volatility on the French stock market
Cousin, Jean-Gabriel, (2006)
- More ...