Securitization of life insurance assets and liabilities

被引：112

作者：

Cowley, A ^{[1
]}

Cummins, JD ^{[1
]}

机构：

[1] Univ Penn, Wharton Sch, Philadelphia, PA 19104 USA

来源：

关键词：

D O I：

10.1111/j.1539-6975.2005.00121.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：193 / 226

页数：34

共 50 条

[1] The securitization of insurance liabilities: The view from Zurich
Wemmer, Dieter
GENEVA PAPERS ON RISK AND INSURANCE-ISSUES AND PRACTICE, 2008, 33 (01): : 1 - 6
[2] Life insurance securitization
Svoboda, Jiri
KNOWLEDGE MANAGEMENT AND INNOVATION: A BUSINESS COMPETITIVE EDGE PERSPECTIVE, VOLS 1-3, 2010, : 1887 - 1891
[3] Valuation of assets and liabilities of insurance companies and solvency requirements
Spigarska, Ewa
PROBLEMY ZARZADZANIA-MANAGEMENT ISSUES, 2013, 11 (02): : 31 - 44
[4] Background on fair value accounting of insurance company assets and liabilities
Wilkins, RC
FAIR VALUE OF INSURANCE LIABILITIES, 1998, 1 : 1 - 6
[5] Securitization of Permanent Life Insurance Policies
Hamilton, Paul V.
ATLANTIC ECONOMIC JOURNAL, 2010, 38 (03) : 379 - 380
[6] 'Assets and liabilities'
Finigan, M
ANTIGONISH REVIEW, 1997, (108): : 15 - 20
[7] PORTFOLIO BALANCING CORPORATE ASSETS AND LIABILITIES WITH SPECIAL APPLICATION TO INSURANCE MANAGEMENT
KROUSE, CG
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1970, 5 (01) : 77 - 104
[8] Life Insurance Securitization: An Issuer's Perspective
McKie, Alison
JOURNAL OF STRUCTURED FINANCE, 2008, 14 (03): : 70 - 74
[9] Risk-Minimization for Life Insurance Liabilities
Biagini, Francesca
Schreiber, Irene
SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2013, 4 (01): : 243 - 264
[10] Dynamics of solvency risk in life insurance liabilities
Christiansen, M. C.
Fahrenwaldt, M. A.
SCANDINAVIAN ACTUARIAL JOURNAL, 2016, (09) : 763 - 792