Das Vorhersagerisiko der Sterblichkeitsentwicklung – Kann es durch eine geeignete Portfoliozusammensetzung minimiert werden?

@article{Wetzel2008Das,
  title={
 Das Vorhersagerisiko der Sterblichkeitsentwicklung – Kann es durch eine geeignete Portfoliozusammensetzung
 minimiert werden?
},
  author={Carmen Wetzel and Hans-Joachim Zwiesler},
  journal={Bl{\"a}tter der DGVFM},
  year={2008},
  volume={29},
  pages={73-107}
}
ZusammenfassungDas Geschäft mit Rentenversicherungen birgt durch die lebenslange Laufzeit – vor allem in Niedrigzinsphasen – Risiken für die Lebensversicherungsunternehmen. Seit Jahren läßt sich ein Anstieg der Lebenserwartung beobachten. Wie sich dieser Trend in der Zukunft entwickelt ist ungewiss. In diesem Artikel untersuchen wir, ob ein Versicherungsunternehmen durch eine geeignete Portfoliozusammensetzung das Vorhersagerisiko der Sterblichkeitsentwicklung minimieren kann. Hierfür… Expand
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