ID | 319096 |
Title Proper | Use of derivatives to hedge embedded options : The case of pension institutions in denmark |
Language | ENG |
Author | Andersen, Erik Brink ; Ladekarl, Jeppe etc. ; Ladekarl, Regitze ; Vittas, Dimitri |
`In' analytical Note | In Francois, Joseph & Wooton, Ian: Market structure and market access. Washington. World Bank, 2007.--(IBRDPPR/WPS/4151) |
Journal Source | In Francois, Joseph & Wooton, Ian: Market structure and market access. Washington. World Bank, 2007.--(IBRDPPR/WPS/4151)
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Classification Number | IBRD |
Key Words | Hedging ; Risk Management ; Defined benefit ; Defined contribution ; Swaps ; Dynamic capital projection ; Asset and liability management ; Liability driven investment |