Long-Term Economic and Market Trends and Their Implications for Asset/Liability Management of Insurance Companies.

Autor:	Gilles, Christian, Rubin, Larry, Ryding, John, Tilman, Leo M., Rajadhyaksha, Ajay
Předmět:	EXPECTED returns FINANCIAL institutions INSURANCE companies ASSET management
Zdroj:	Journal of Risk Finance (Euromoney Institutional Investor PLC); Winter2003, Vol. 4 Issue 2, p5-18, 14p, 1 Chart, 8 Graphs
Abstrakt:	Examines the validity of the assumptions regarding long-term expected returns that are employed by financial companies in the U.S. Relevance of assumptions regarding future expected returns for insurance companies; Market-based expectations of future interest rates; Implications of long-term expected returns in asset/liability management of financial institutions.
Databáze:	Complementary Index
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