Longevity risk in fair valuing Level 3 assets in securitised portfolios
Peter Macrae Mazonas, Patrick John Eric Stallard and Lynford Graham
| Year of publication: |
2011
|
|---|---|
| Authors: | Mazonas, Peter Macrae ; Stallard, Patrick John Eric ; Graham, Lynford |
| Published in: |
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association. - Basingstoke : Palgrave Macmillan, ISSN 1018-5895, ZDB-ID 196109-3. - Vol. 36.2011, 4, p. 516-543
|
| Subject: | fair value | mark-to-market | longevity risk | IFRS 13 | longevity cost calculator | level 3 asset valuation | Sterblichkeit | Mortality | IFRS | Fair-Value-Bilanzierung | Fair value accounting | Portfolio-Management | Portfolio selection | Risikomodell | Risk model | Bilanzielle Bewertung | Accounting valuation | Verbriefung | Securitization | Lebensversicherung | Life insurance | Risikomanagement | Risk management |
| 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/10009503511