@article{ART000979327},
author={keonshik Ryu and 천일영},
title={생명보험사의 예정이율및 가격변동리스크평가},
journal={Journal of Insurance and Finance},
issn={2384-3209},
year={2003},
volume={14},
number={1},
pages={3-33}
TY - JOUR
AU - keonshik Ryu
AU - 천일영
TI - 생명보험사의 예정이율및 가격변동리스크평가
JO - Journal of Insurance and Finance
PY - 2003
VL - 14
IS - 1
PB - Korea Insurance Research Institute
SP - 3
EP - 33
SN - 2384-3209
AB - This study is focused on the estimation of the interest rate risk and asset price risk related with the market interest in solvency margin institutes. The estimation of interest rate risk and asset price risk is the most important risk among other risks in Risk Based Capital institutes. And the systems and methodologies of these risk are necessary to study systematically and previously because these risks are more variable and complicated than other risks.
As the empirical result, the estimated ratio of asset price risk was ordered with real asset, foreign securities, and domestic securities. And there are no asset price risks in domestic government bond and corporate bond. On the contrary, the risk ratio of traditional product was higher than that of floated product in the estimation of expected interest risk. However, there were many limits in the estimation of expected interest and asset price risk because of the imperfection of legal and institutional instruments, the lack of database, etc.
KW - Asset Price Risk;Interest Rate Risk;Risk Based Capital
DO -
UR -
ER -
keonshik Ryu and 천일영. (2003). 생명보험사의 예정이율및 가격변동리스크평가. Journal of Insurance and Finance, 14(1), 3-33.
keonshik Ryu and 천일영. 2003, "생명보험사의 예정이율및 가격변동리스크평가", Journal of Insurance and Finance, vol.14, no.1 pp.3-33.
keonshik Ryu, 천일영 "생명보험사의 예정이율및 가격변동리스크평가" Journal of Insurance and Finance 14.1 pp.3-33 (2003) : 3.
keonshik Ryu, 천일영. 생명보험사의 예정이율및 가격변동리스크평가. 2003; 14(1), 3-33.
keonshik Ryu and 천일영. "생명보험사의 예정이율및 가격변동리스크평가" Journal of Insurance and Finance 14, no.1 (2003) : 3-33.
keonshik Ryu; 천일영. 생명보험사의 예정이율및 가격변동리스크평가. Journal of Insurance and Finance, 14(1), 3-33.
keonshik Ryu; 천일영. 생명보험사의 예정이율및 가격변동리스크평가. Journal of Insurance and Finance. 2003; 14(1) 3-33.
keonshik Ryu, 천일영. 생명보험사의 예정이율및 가격변동리스크평가. 2003; 14(1), 3-33.
keonshik Ryu and 천일영. "생명보험사의 예정이율및 가격변동리스크평가" Journal of Insurance and Finance 14, no.1 (2003) : 3-33.
