The Matching of Bond Portfolios and Life Insurance Liabilities: A Scenario Analysis Approach
Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
The aim of this paper is a comparative study of the immunization properties of different bond investment strategies for life insurance liabilities using a scenario analysis approach. The life insurance liabilities consist of a portfolio of life annuity contracts during the benefit payment period.
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IdentifiersURN: urn:nbn:se:su:diva-2933OAI: oai:DiVA.org:su-2933DiVA: diva2:192062