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Document type:
Masterarbeit 
Author(s):
Asfaw, Zelalem 
Title:
Interest Rate Risk Under Solvency II 
Abstract:
Insurance and reinsurance undertakings use the risk-free interest rate term structures to discount the technical provisions they set up for their insurance and reinsurance obligations under Solvency II. The risk-free interest rate term structures change over time, depending on market parameters, in particular the level of market interest rates. Therefore, the amount of technical provisions will usually increase when market interest rates decrease and vice versa. Insurance obligations may have a...    »
 
Supervisor:
Prof. Matthias Scherer 
Advisor:
Markus Wahl 
Year:
2015 
Language:
de 
Language from translation:
de 
University:
Technische Universität München 
Faculty:
Fakultät für Mathematik 
Commencing Date:
01.05.2015 
End of processing:
30.01.2016