Asset/liability management of German life insurance companies: a value-at-risk approach in the presence of interest rate guarantees
Peter Albrecht and Carsten Weber
| Year of publication: |
2005
|
|---|---|
| Authors: | Albrecht, Peter ; Weber, Carsten |
| Published in: |
Risk management : challenge and opportunity ; with 125 tables. - Berlin : Springer, ISBN 3-540-22682-6. - 2005, p. 407-419
|
| Subject: | Lebensversicherung | Life insurance | Zins | Interest rate | Bilanzstrukturmanagement | Asset-liability management | Theorie | Theory | Deutschland | Germany | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002448077