Managing the Interest Rate Risk Exposure of Insurance Companies

Jorge L. Urrutia

Journal of Insurance Issues, 1990, vol. 13, issue 1, 77-86

Abstract: Duration is an important tool of managing interest rate risk at financial institutions, such as commercial banks and savings and loan association, that engage in interest rate intermediation. Insurance companies also face the problem of their assets differs from that of their liabilities. This paper presents the derivation of duration gap measures for several accounts of a non-life insurance company.

Date: 1990
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.insuranceissues.org/PDFs/X.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wri:journl:v:13:y:1990:i:1:p:77-86

Access Statistics for this article

Journal of Insurance Issues is currently edited by James Barrese

More articles in Journal of Insurance Issues from Western Risk and Insurance Association
Bibliographic data for series maintained by James Barrese ().