Rising Interest Rates, Lapse Risk, and the Stability of Life Insurers-Reference-Cited by-同舟云学术

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Rising Interest Rates, Lapse Risk, and the Stability of Life Insurers

Published:2017 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Berdin Elia,Grrndl Helmut,Kubitza Christian

Publisher

Elsevier BV

Reference92 articles.

1. Asset commonality, debt maturity and systemic risk;F Allen;Journal of Financial Economics,2012

2. Credit risk transfer and contagion;F Allen;Journal of Monetary Economics,2006

3. Mark-to-market accounting and liquidity pricing;F Allen;Journal of Accounting & Economics,2008

4. 2012 life insurers fact book;American Council of Life Insurers,2012

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Multi-year analysis of solvency capital in life insurance;European Actuarial Journal;2021-03-13

2. Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods;Insurance: Mathematics and Economics;2020-11

3. Interest Rate Risk of Life Insurers: Evidence from Accounting Data;SSRN Electronic Journal;2019

4. Surrender Risk in the Context of the Quantitative Assessment of Participating Life Insurance Contracts under Solvency II;Risks;2018-06-27

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