| Title: | Anwendung der Duration im Asset-Liability-Management eines Lebensversicherungsunternehmens | Other Titles: | Application of the Duration in the Asset-Liability-Management of a life insurance agency | Language: | Deutsch | Authors: | Schallhart, Susanne | Qualification level: | Diploma | Advisor: | Gerhold, Stefan | Assisting Advisor: | Krischanitz, Christoph | Issue Date: | 2012 | Number of Pages: | 74 | Qualification level: | Diploma | Abstract: | Definition und Herleitung der Duration. Duration in Abhängigkeit der Faktoren. Zinsimmunisierung mittels Duration. Definition und Herleitung der Convexity. Zwei Berechnungsmethoden des Durationmismatch und ein Vergleich dieser Methoden. Definition and derivation of the Duration. Duration according to its factors. Interestimmunisation with Duration. Definition and derivation of the Convexity. Two calculationmethods of the Durationmismatch and a comparison of these two methods. |
Keywords: | Duration; Lebensversicherung; Convexity; Durationmismatch; Asset-Liability-Management Duration; life insurance; Convexity; Durationmismatch; Asset-Liability-Management |
URI: | https://resolver.obvsg.at/urn:nbn:at:at-ubtuw:1-60441 http://hdl.handle.net/20.500.12708/11390 |
Library ID: | AC07812918 | Organisation: | E105 - Institut für Wirtschaftsmathematik | Publication Type: | Thesis Hochschulschrift |
| Appears in Collections: | Thesis |
Files in this item:
Adobe PDF
(589.76 kB)
Page view(s)
8
checked on Jul 18, 2021
Download(s)
106
checked on Jul 18, 2021
Google ScholarTM
Check
Items in reposiTUm are protected by copyright, with all rights reserved, unless otherwise indicated.