Asset liability management of longevity and interest rate risks : using survival-mortality bonds
Tzuling Lin, Cary Chi-Liang Tsai and Hung-Wen Cheng
| Year of publication: |
2023
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|---|---|
| Authors: | Lin, Tzuling ; Tsai, Cary Chi-Liang ; Cheng, Hung-Wen |
| Published in: |
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science. - Chicago, Ill. : [Verlag nicht ermittelbar], ISSN 2325-0453, ZDB-ID 2097702-5. - Vol. 27.2023, 1, p. 74-95
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| Subject: | Zinsrisiko | Interest rate risk | Sterblichkeit | Mortality | Theorie | Theory | Portfolio-Management | Portfolio selection | Anleihe | Bond | Risikomanagement | Risk management |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10920277.2021.2022498 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014286516