Foreign-currency interest-rate swaps in asset-liability management for insurers (Q362043)
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scientific article; zbMATH DE number 6199553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Foreign-currency interest-rate swaps in asset-liability management for insurers |
scientific article; zbMATH DE number 6199553 |
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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