Empirical risk analysis of pension insurance: the case of Germany
Year of publication: |
2006
|
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Authors: | Schmieder, Christian ; Reinschmidt, Timo ; Mager, Ferdinand ; Gerke, Wolfgang |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Betriebliche Altersversorgung | Kreditrisiko | Risikoprämie | Pensionsfonds | Schätzung | Deutschland | Pension insurance | Risk-adjusted premiums | Credit portfolio risk |
Series: | Discussion Paper Series 2 ; 2006,07 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 517215586 [GVK] hdl:10419/19754 [Handle] RePEc:zbw:bubdp2:4772 [RePEc] |
Classification: | G18 - Government Policy and Regulation ; G28 - Government Policy and Regulation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; G22 - Insurance; Insurance Companies ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
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