The effective duration and convexity of liabilities for property-liability insurers under stochastic interest rates
Kevin C. Ahlgrim; Stephen P. O'Arcy; Richard W. Gorvett
| Year of publication: |
2003
|
|---|---|
| Authors: | Ahlgrim, Kevin C. ; O'Arcy, Stephen P. ; Gorvett, Richard W. |
| Published in: |
The Geneva papers on risk and insurance theory. - Boston, Mass. [u.a.] : Kluwer Acad. Publ., ISSN 0926-4957, ZDB-ID 1130377-3. - Vol. 29.2004, 1, p. 75-108
|
| Subject: | Schadenversicherung | Property-casualty insurance | Haftung | Liability | Dauer | Duration | Zins | Interest rate | Zinsrisiko | Interest rate risk | Inflation | Cash Flow | Cash flow | USA | United States |
| 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/10002141040