Foreign-currency interest-rate swaps in asset-liability management for insurers (Q362043): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G30 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6199553 / rank | |||
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interest-rate swaps | |||
| Property / zbMATH Keywords: interest-rate swaps / rank | |||
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asset-liability management | |||
| Property / zbMATH Keywords: asset-liability management / rank | |||
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solvency capital requirements | |||
| Property / zbMATH Keywords: solvency capital requirements / rank | |||
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extreme-value statistics | |||
| Property / zbMATH Keywords: extreme-value statistics / rank | |||
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extreme scenarios | |||
| Property / zbMATH Keywords: extreme scenarios / rank | |||
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Revision as of 10:50, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Foreign-currency interest-rate swaps in asset-liability management for insurers |
scientific article |
Statements
Foreign-currency interest-rate swaps in asset-liability management for insurers (English)
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20 August 2013
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interest-rate swaps
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asset-liability management
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solvency capital requirements
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extreme-value statistics
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extreme scenarios
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