DC Field
Value
Language
dc.contributor.advisor
Gerhold, Stefan
-
dc.contributor.author
Schallhart, Susanne
-
dc.date.accessioned
2020-06-30T08:08:38Z
-
dc.date.issued
2012
-
dc.date.submitted
2012-03
-
dc.identifier.citation
<div class="csl-bib-body"> <div class="csl-entry">Schallhart, S. (2012). <i>Anwendung der Duration im Asset-Liability-Management eines Lebensversicherungsunternehmens</i> [Diploma Thesis, Technische Universität Wien]. reposiTUm. https://resolver.obvsg.at/urn:nbn:at:at-ubtuw:1-60441</div> </div>
-
dc.identifier.uri
https://resolver.obvsg.at/urn:nbn:at:at-ubtuw:1-60441
-
dc.identifier.uri
http://hdl.handle.net/20.500.12708/11390
-
dc.description
Abweichender Titel laut Übersetzung der Verfasserin/des Verfassers
-
dc.description.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.<br />
de
dc.description.abstract
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.
en
dc.language
Deutsch
-
dc.language.iso
de
-
dc.subject
Duration
de
dc.subject
Lebensversicherung
de
dc.subject
Convexity
de
dc.subject
Durationmismatch
de
dc.subject
Asset-Liability-Management
de
dc.subject
Duration
en
dc.subject
life insurance
en
dc.subject
Convexity
en
dc.subject
Durationmismatch
en
dc.subject
Asset-Liability-Management
en
dc.title
Anwendung der Duration im Asset-Liability-Management eines Lebensversicherungsunternehmens
de
dc.title.alternative
Application of the Duration in the Asset-Liability-Management of a life insurance agency
en
dc.type
Thesis
en
dc.type
Hochschulschrift
de
dc.contributor.affiliation
TU Wien, Österreich
-
tuw.thesisinformation
Technische Universität Wien
-
dc.contributor.assistant
Krischanitz, Christoph
-
tuw.publication.orgunit
E105 - Institut für Wirtschaftsmathematik
-
dc.type.qualificationlevel
Diploma
-
dc.identifier.libraryid
AC07812918
-
dc.description.numberOfPages
74
-
dc.identifier.urn
urn:nbn:at:at-ubtuw:1-60441
-
dc.thesistype
Diplomarbeit
de
dc.thesistype
Diploma Thesis
en
tuw.advisor.orcid
0000-0002-4172-3956
-
item.languageiso639-1
de
-
item.cerifentitytype
Publications
-
item.cerifentitytype
Publications
-
item.fulltext
with Fulltext
-
item.openairetype
Thesis
-
item.openairetype
Hochschulschrift
-
item.openaccessfulltext
Open Access
-
item.openairecristype
http://purl.org/coar/resource_type/c_18cf
-
item.openairecristype
http://purl.org/coar/resource_type/c_18cf
-
item.grantfulltext
open
-
crisitem.author.dept
TU Wien, Österreich
-
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