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~subject:"Lebensversicherung"
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Search: subject:"Interest rate risk"
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Lebensversicherung
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1
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1
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1
A new option for mortality-interest rates
Lin, Tzuling
;
Tsai, Cary Chi-Liang
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 273-293
Persistent link: https://www.econbiz.de/10014293018
Saved in:
2
Solvency measurement of life annuity products
Diffouo, Pauline M. Ngugnie
;
Devolder, Pierre
- In:
International journal of theoretical and applied …
25
(
2022
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10013189960
Saved in:
3
Interest rate derivatives and risk exposure : evidence from the life insurance industry
Liu, Hui-Hsuan
;
Chang, Ariana
;
Shiu, Yung-Ming
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012659093
Saved in:
4
Global life insurers during a low interest rate environment
Koijen, Ralph S. J.
;
Yogo, Motohiro
- In:
AEA papers and proceedings
112
(
2022
),
pp. 503-508
Persistent link: https://www.econbiz.de/10013254297
Saved in:
5
Mechanisms of protection from
interest
rate
risk
with reference to the life insurance market in Montenegro
Novović Burić, Milijana
;
Kašćelan, Vladimir
; …
- In:
Journal of central banking theory and practice
7
(
2018
)
1
,
pp. 17-42
Persistent link: https://www.econbiz.de/10011895370
Saved in:
6
Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks
Han, Nan-Wei
;
Hung, Mao-Wei
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 54-67
Persistent link: https://www.econbiz.de/10011702045
Saved in:
7
The dynamics of premium reserves of life annuities under the regime of Solvency II
Bartels, Hans-Jochen
;
Bartels, Johannes
- In:
Zeitschrift für die gesamte Versicherungswissenschaft …
105
(
2016
)
5
,
pp. 525-535
Persistent link: https://www.econbiz.de/10011666621
Saved in:
8
Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions
Bensusan, Harry
;
El Karoui, Nicole
;
Loisel, Stéphane
; …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 73-83
Persistent link: https://www.econbiz.de/10011492465
Saved in:
9
Valuation and risk assessment of participating life insurance in the presence of credit risk
Eckert, Johanna
;
Gatzert, Nadine
;
Martin, Michael
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 382-393
Persistent link: https://www.econbiz.de/10011630886
Saved in:
10
Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality
Ignatieva, Ekaterina
;
Song, Andrew
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 286-300
Persistent link: https://www.econbiz.de/10011597296
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