A duration approach for the measurement of biometric risks in life insurance
Alternative title: | Ein Durationsansatz für die Messung biometrischer Risiken in der Lebensversicherung |
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Year of publication: |
2019
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Authors: | Radermacher, Marius ; Recht, Peter |
Published in: |
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.. - Berlin : Duncker & Humblot, ISSN 0044-2585, ZDB-ID 200636-4. - Vol. 108.2019, 3/4, p. 327-345
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Subject: | Duration measure | Biometric risk | Forward rates | Biometric duration | Theorie | Theory | Risikomodell | Risk model | Lebensversicherung | Life insurance | Biometrie | Biometrics | Dauer | Duration | Portfolio-Management | Portfolio selection |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zusammenfassung in deutscher Sprache |
Other identifiers: | 10.1007/s12297-019-00452-x [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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