Was the U.S. life insurance industry in danger of systemic risk by using derivative hedging prior to the 2008 financial crisis?
Etti G. Baranoff, Patrick Brockett, Thomas W. Sager and Bo Shi
| Year of publication: |
2019
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|---|---|
| Authors: | Baranoff, Etti G. ; Brockett, Patrick L. ; Sager, Thomas W. ; Shi, Bo |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 3.2019, 1, p. 145-164
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| Subject: | systemic risk | derivative hedging | variable annuities with guaranteed benefits (VAGB) | diversification | Derivat | Derivative | Lebensversicherung | Life insurance | Finanzkrise | Financial crisis | USA | United States | Hedging | Systemrisiko | Systemic risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2019.1.145 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012176449