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雑誌アクチュアリージャーナル
Volume number22(75)-22(78):2011.3-2011.12 (特別号共)
Article年金負債固有リスクと...

年金負債固有リスクと金利期間構造リスクを考慮したLDIの再評価 (特別号 リスクと保険)

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年金負債固有リスクと金利期間構造リスクを考慮したLDIの再評価

(特別号 リスクと保険)

Call No. (NDL)
Z3-B262
Bibliographic ID of National Diet Library
11051058
Material type
記事
Author
乾 孝治
Publisher
東京 : 日本アクチュアリー会
Publication date
2011-03
Material Format
Paper
Journal name
アクチュアリージャーナル [22](-) (特別号) 2011.3
Publication Page
p.43～64
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Paper

Material Type
記事
Title
年金負債固有リスクと金利期間構造リスクを考慮したLDIの再評価
Author/Editor
乾 孝治
Series Title
特別号 リスクと保険
Author Heading
乾 孝治
Alternative Title
Re-evaluation of LDI strategy considering liability inherent risk and term structure risk
Periodical title
アクチュアリージャーナル
No. or year of volume/issue
[22](-) (特別号) 2011.3
Volume
[22]
Issue
-