Using reverse mortgages to hedge longevity and financial risks for life insurers : a generalised immunisation approach
Jennifer L. Wang, Ming-hua Hsieh and Yu-fen Chiu
| Year of publication: |
2011
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| Authors: | Wang, Jennifer L. ; Hsieh, Ming-hua ; Chiu, Yu-fen |
| 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. 697-717
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| Subject: | longevity risk | interest rate risk | reverse mortgage | generalised immunisation approach | Sterblichkeit | Mortality | Lebensversicherung | Life insurance | Zinsrisiko | Interest rate risk | Hedging | Risikomodell | Risk model | Hypothek | Mortgage | Risikomanagement | Risk management | Zins | Interest rate | Umkehrhypothek | Reverse mortgage | 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://ebvufind01.dmz1.zbw.eu/10009503479