The effects of a low interest rate environment on life insurers
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Other versions of this item:
- Elia Berdin & Helmut Gründl, 2015. "The Effects of a Low Interest Rate Environment on Life Insurers," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 40(3), pages 385-415, July.
- Berdin, Elia & Gründl, Helmut, 2014. "The effects of a low interest rate environment on life insurers," SAFE Working Paper Series 65, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
References listed on IDEAS
- 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.
- Alexander Kling & Andreas Richter & Jochen Ruß, 2007. "The Impact of Surplus Distribution on the Risk Exposure of With Profit Life Insurance Policies Including Interest Rate Guarantees," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(3), pages 571-589.
- John C. Cox & Jonathan E. Ingersoll Jr. & Stephen A. Ross, 2005. "A Theory Of The Term Structure Of Interest Rates," World Scientific Book Chapters,in: Theory Of Valuation, chapter 5, pages 129-164 World Scientific Publishing Co. Pte. Ltd..
- Gatzert, Nadine, 2008. "Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 839-849, April.
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- 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.
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- Bauer, Daniel & Reuss, Andreas & Singer, Daniela, 2012. "On the Calculation of the Solvency Capital Requirement Based on Nested Simulations," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 42(02), pages 453-499, November.
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"Gauging the Impact of a Low Interest Rate Environment on German Life Insurers,"
Applied Economics Quarterly (formerly: Konjunkturpolitik),
Duncker & Humblot, Berlin, vol. 58(4), pages 279-298.
- Kablau, Anke & Wedow, Michael, 2011. "Gauging the impact of a low-interest rate environment on German life insurers," Discussion Paper Series 2: Banking and Financial Studies 2011,02, Deutsche Bundesbank.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Focarelli, Dario, 2017. "Why Insurance Regulation is Crucial for Long-term Investment and Economic Growth," SEP Working Papers 2017/1, LUISS School of European Political Economy.
- Schaper, Philipp, 2017. "Under pressure: how the business environment affects productivity and efficiency of European life insurance companiesAuthor-Name: Eling, Martin," European Journal of Operational Research, Elsevier, vol. 258(3), pages 1082-1094.
More about this item
KeywordsLife Insurers; Interest Rate Guarantees; Duration Mismatch; Solvency II;
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-06-14 (All new papers)
- NEP-IAS-2014-06-14 (Insurance Economics)
- NEP-MAC-2014-06-14 (Macroeconomics)
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