Interest-rate changes and the value of a non-life insurance company

How does a change in the risk-free interest-rate affect the value of a non-life insurance company or portfolio? Risk managers typically argue that there should be little impact as long as assets and liabilities are properly matched.

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Year of publication:	2003-11-01
Authors:	Albrecht, Thomas
Institutions:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN - Vol.33 - No.2 - 2003; 347-364
Subject:	Versicherungsbetriebslehre \| insurance management \| Bilanzstrukturmanagement \| Versicherungswirtschaft

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Extent:	195584 bytes 18 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847010