{"title":"负利率环境下寿险公司的资产负债管理","authors":"Yijia Lin, Sheen Liu, Ken Seng Tan, Xun Zhang","doi":"10.1080/10920277.2023.2294140","DOIUrl":null,"url":null,"abstract":"This study investigates the asset–liability management (ALM) of life insurers in markets with negative interest rates. Using a sample of Japanese life insurers between 2000 and 2020, we provide ini...","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.4000,"publicationDate":"2024-05-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Asset–Liability Management of Life Insurers in the Negative Interest Rate Environment\",\"authors\":\"Yijia Lin, Sheen Liu, Ken Seng Tan, Xun Zhang\",\"doi\":\"10.1080/10920277.2023.2294140\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This study investigates the asset–liability management (ALM) of life insurers in markets with negative interest rates. Using a sample of Japanese life insurers between 2000 and 2020, we provide ini...\",\"PeriodicalId\":46812,\"journal\":{\"name\":\"North American Actuarial Journal\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.4000,\"publicationDate\":\"2024-05-22\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"North American Actuarial Journal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/10920277.2023.2294140\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"North American Actuarial Journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/10920277.2023.2294140","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
Asset–Liability Management of Life Insurers in the Negative Interest Rate Environment
This study investigates the asset–liability management (ALM) of life insurers in markets with negative interest rates. Using a sample of Japanese life insurers between 2000 and 2020, we provide ini...