Longevity risk in fair valuing Level 3 assets in securitised portfolios

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:The Geneva papers on risk and insurance - issues and practice
1. Verfasser: Mazonas, Peter Macrae (VerfasserIn)
Weitere Verfasser: Stallard, Patrick John Eric (VerfasserIn), Graham, Lynford (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2011
Schlagworte:
fair value > mark-to-market > longevity risk > IFRS 13 > longevity cost calculator > level 3 asset valuation > Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Insurance-growth nexus in Africa 2020 Balcilar, Mehmet
The broker model for peer-to-peer insurance : an analysis of its value 2020 Clemente, Gian Paolo
Risk shifting in the context of 3D printing : an insurability perspective 2020 Faure, Michael G.
Management of commissions to meet the regulatory requirements : the case of property-casualty insurance in China 2020 Wang, Kai
Cyber insurance demand, supply, contracts and cases : editorial 2020 Boyer, Martin
Analysis of the impact of cyber events for cyber insurance 2020 Palsson, Kjartan
Cyber risk cost and management in IoT devices-linked health insurance 2020 Leong, Yin-Yee
Does agricultural insurance help farmers escape the poverty trap? : research based on multiple equilibrium models 2020 Liao, Pu
Insurance definitions of cyber war 2020 Woods, Daniel W.
Participation patterns of the rainfall index insurance for pasture, rangeland and forage programme 2020 Goodrich, Brittney
Recency effects and participation at the extensive and intensive margins in the U.S. Federal Crop Insurance Program 2020 Che, Yuyuan
Comparing survey-based and programme-based yield data : implications for the U.S. Agricultural Risk Coverage-County programme 2020 Li, Xiaofei
Do bank-affiliated P&C insurers perform better? : an empirical investigation 2020 Spotorno, Lucia
An examination of catastrophes, insurance guaranty funds and contagion risk 2020 Kelly, Mary
Reconsidering insurance discrimination and adverse selection in an era of data analytics 2020 Cather, David A.
A STEEP framework analysis of the key factors impacting the use of blockchain technology in the insurance industry 2020 Grima, Simon
The costs of annuitising : are retirees fairly charged? 2020 Dassatti Camors, Cecilia
Affirmative and silent cyber coverage in traditional insurance policies : qualitative content analysis of selected insurance products from the German insurance market 2020 Wrede, Dirk
The decision to insure against forest fire risk : an econometric analysis combining hypothetical real data 2020 Brunette, M.
Livestock insurance, moral hazard, and farmers' decisions : a field experiment among hog farms in China 2020 Rao, Xudong
Alle Artikel auflisten