Asset/Liability Management of German Life Insurance Companies : A Value-at-Risk Approach in the Presence of Interest Rate Guarantees


Albrecht, Peter ; Weber, Carsten


URL: http://ub-madoc.bib.uni-mannheim.de/5035
Document Type: Book chapter
Year of publication: 2005
Book title: Risk Management : Challenge and Opportunity
Page range: 407 - 419
Place of publication: Berlin, Heidelberg [u.a.]
Publishing house: Springer
ISBN: 3-540-22682-6
Edition: 2. ed.
Publication language: English
Institution: Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Albrecht, Peter ; Weber, Carsten (2005) Asset/Liability Management of German Life Insurance Companies : A Value-at-Risk Approach in the Presence of Interest Rate Guarantees. Risk Management : Challenge and Opportunity Berlin, Heidelberg [u.a.] 407 - 419 [Book chapter]


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