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  • Search: subject:"Cash flow matching"
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Year of publication
Subject
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Cash flow 8 Cash flow matching 6 Cash Flow 5 Theorie 5 Theory 5 cash flow matching 5 Capital 4 Financial management 4 Insurance 4 Modelling 4 Solvency capital requirement 4 Portfolio selection 3 Portfolio-Management 3 Diversification 2 Foreign exchange hedging 2 Internationalization 2 Matching 2 Operational flexibility 2 fair value 2 life insurance 2 market consistent valuation 2 replicating portfolio 2 stochastic Fermat-Torricelli problem 2 ALM 1 Anleihe 1 Betriebliche Finanzwirtschaft 1 Betriebliche Liquidität 1 Bond 1 Bond portfolio management 1 Capital requirements 1 Cash Flow Matching 1 Cash-flow matching 1 Corporate bond 1 Corporate liquidity 1 Deutschland 1 Devisenmarkt 1 Discount Rates 1 Dynamic immunisation 1 EU-Versicherungsrecht 1 European insurance law 1
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Online availability
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Undetermined 6 Free 4
Type of publication
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Article 12 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Article 1 research-article 1
Language
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English 8 Undetermined 4 Portuguese 1
Author
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Cheung, Justina Yuen Ki 3 Ma, Alfred Ka Chun 3 Natolski, Jan 3 Werner, Ralf 3 Aabo, Tom 2 Ploeen, Rasmus 2 Bouzianis, G. 1 Costa, Thiago de Melo Teixeira da 1 Garayeta, Asier 1 Hassapis, Christis 1 Iturricastillo, Iván 1 Ka Chun Ma, Alfred 1 Peña Esteban, J. Iñaki de la 1 Santana, Verônica de Fátima 1 Staikouras, Christos 1 Voloshyn, Ihor 1 Voloshyn, Mykyta 1 Xidonas, P. 1 Yuen Ki Cheung, Justina 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Journal of Risk Finance 2 Computational economics 1 Economic research 1 Journal of Multinational Financial Management 1 Journal of multinational financial management 1 Journal of risk finance : the convergence of financial products and insurance 1 MPRA Paper 1 Revista Brasileira de Finanças : RBFin 1 Risks 1 Risks : open access journal 1 Scandinavian actuarial journal 1 The Journal of Risk Finance 1
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Source
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ECONIS (ZBW) 7 RePEc 4 EconStor 1 Other ZBW resources 1
Showing 11 - 13 of 13
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Solvency capital requirement for insurance products via dynamic cash flow matching under lattice models
Ma, Alfred Ka Chun; Cheung, Justina Yuen Ki - In: Journal of Risk Finance 14 (2013) July, pp. 344-352
Purpose – The purpose of this paper is to propose a framework based on cash flow matching for computing the Solvency … available for purchase in the future, the authors study the cash flow matching program under interest rate lattice models …. Originality/value – The paper illustrates the methodology of computing the Solvency Capital Requirement using a dynamic cash flow …
Persistent link: https://www.econbiz.de/10010815078
Saved in:
Cover Image
Solvency capital requirement for insurance products via dynamic cash flow matching under lattice models
Ma, Alfred Ka Chun; Cheung, Justina Yuen Ki - In: Journal of Risk Finance 14 (2013) July, pp. 344-352
Purpose – The purpose of this paper is to propose a framework based on cash flow matching for computing the Solvency … available for purchase in the future, the authors study the cash flow matching program under interest rate lattice models …. Originality/value – The paper illustrates the methodology of computing the Solvency Capital Requirement using a dynamic cash flow …
Persistent link: https://www.econbiz.de/10010691553
Saved in:
Cover Image
Solvency capital requirement for insurance products via dynamic cash flow matching under lattice models
Ma, Alfred Ka Chun; Cheung, Justina Yuen Ki - In: Journal of risk finance : the convergence of financial … 14 (2013) 4, pp. 344-352
Persistent link: https://www.econbiz.de/10009788836
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