The impact of longevity and investment risk on a portfolio of life insurance liabilities

Erstveröffentlichung

2018

Authors

Bacinello, Anna Rita

Millossovich, Pietro

Chen, An

Wissenschaftlicher Artikel

Published in

European actuarial journal ; 8 (2018), 2. - S. 257-290. - ISSN 2190-9733. - eISSN 2190-9741

Link to publication

https://dx.doi.org/10.1007/s13385-018-0175-5

Faculties

Fakultät für Mathematik und Wirtschaftswissenschaften

Institutions

Institut für Versicherungswissenschaften

Subject headings

[Free subject headings]: Solvency | Longevity risk | Investment risk | Fair valuation | Participating life insurance | FAIR VALUATION PROBLEM | MARKET VALUE | MORTALITY RISK | CONTRACTS | FRAMEWORK
[DDC subject group]: DDC 300 / Social sciences

Metadata

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