Longevity risk management and shareholder value for a life annuity business
By Craig Blackburn, Katja Hanewald, Annamaria Olivieri and Michael Sherris
| Year of publication: |
2016
|
|---|---|
| Authors: | Blackburn, Craig ; Hanewald, Katja ; Olivieri, Annamaria ; Sherris, Michael |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 47.2017, 1, p. 43-77
|
| Subject: | Economic value | market-consistent embedded value | capital management | Solvency | reinsurance | securitization | limited liability put option | cost of capital | Shareholder Value | Shareholder value | Risikomanagement | Risk management | Lebensversicherung | Life insurance | Sterblichkeit | Mortality | Verbriefung | Securitization | Rückversicherung | Reinsurance | Kapitalkosten | Cost of capital | Risikomodell | Risk model | Leibrente | Life annuity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2016.32 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011670852