How Do Life Insurers Respond to a Prolonged Low Interest Rate Environment? A Literature Review
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- Hato Schmeiser & Joël Wagner, 2015. "A Proposal on How the Regulator Should Set Minimum Interest Rate Guarantees in Participating Life Insurance Contracts," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 82(3), pages 659-686, September.
- Grosen, Anders & Lochte Jorgensen, Peter, 2000. "Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies," Insurance: Mathematics and Economics, Elsevier, vol. 26(1), pages 37-57, February.
- Thomas Niedrig, 2015. "Optimal Asset Allocation for Interconnected Life Insurers in the Low Interest Rate Environment under Solvency Regulation," Journal of Insurance Issues, Western Risk and Insurance Association, vol. 38(1), pages 31-71.
- Pablo Antolin & Sebastian Schich & Juan Yermo, 2011. "The Economic Impact of Protracted Low Interest Rates on Pension Funds and Insurance Companies," OECD Journal: Financial Market Trends, OECD Publishing, vol. 2011(1), pages 237-256.
- Bohnert, Alexander & Gatzert, Nadine & Jørgensen, Peter Løchte, 2015. "On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes," Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 83-97.
- Jan H Holsboer, 2000. "The Impact of Low Interest Rates on Insurers," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 25(1), pages 38-58, January.
- Niedrig, Tobias, 2015. "Optimal asset allocation for interconnected life insurers in the low interest rate environment under solvency regulation," SAFE Working Paper Series 97, Leibniz Institute for Financial Research SAFE.
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Keywords
literature review; low interest rate; minimum interest rate guarantee; life insurance valuation; low interest rate financial impact; insurer solvency; corporate finance; interest rate risk;All these keywords.
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