Optimal asset allocation for interconnected life insurers in the low interest rate environment under solvency regulation
Tobias Niedrig
| Year of publication: |
2015
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|---|---|
| Authors: | Niedrig, Tobias |
| Published in: |
The journal of insurance issues : official journal of the Western Risk and Insurance Association. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ISSN 1531-6076, ZDB-ID 2094292-8. - Vol. 38.2015, 1, p. 31-71
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| Subject: | Basel III | Solvency II | life insurance | interest rate guarantees | asset allocation | contagion | interconnectedness | Lebensversicherung | Life insurance | Portfolio-Management | Portfolio selection | Zins | Interest rate | Theorie | Theory | EU-Versicherungsrecht | European insurance law | Basler Akkord | Basel Accord | Versicherung | Insurance | Betriebliche Liquidität | Corporate liquidity |
| 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/10011380756