Longevity risk, cost of capital and hedging for life insurers under Solvency II
Ramona Meyricke; Michael Sherris
| Year of publication: |
2014
|
|---|---|
| Authors: | Meyricke, Ramona ; Sherris, Michael |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 147-155
|
| Subject: | Capital management | Solvency | Longevity risk | Reinsurance | Securitisation | Sterblichkeit | Mortality | Risikomodell | Risk model | Lebensversicherung | Life insurance | Hedging | Risikomanagement | Risk management | EU-Versicherungsrecht | European insurance law | Kapitalkosten | Cost of capital | Rückversicherung | Verbriefung | Securitization | Betriebliche Liquidität | Corporate liquidity | Versicherungsmathematik | Actuarial mathematics | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010366194