负利率环境下寿险公司的资产负债管理

IF 1.4 Q3 BUSINESS, FINANCE North American Actuarial Journal Pub Date : 2024-05-22 DOI:10.1080/10920277.2023.2294140
Yijia Lin, Sheen Liu, Ken Seng Tan, Xun Zhang
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引用次数: 0

摘要

本研究调查了负利率市场中人寿保险公司的资产负债管理(ALM)。通过对 2000 年至 2020 年间日本寿险公司的抽样调查,我们提供了在负利率市场中寿险公司资产负债管理的内...
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Asset–Liability Management of Life Insurers in the Negative Interest Rate Environment
This study investigates the asset–liability management (ALM) of life insurers in markets with negative interest rates. Using a sample of Japanese life insurers between 2000 and 2020, we provide ini...
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来源期刊
CiteScore
2.80
自引率
14.30%
发文量
38
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