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dc.contributor.authorKablau, Ankeen
dc.contributor.authorWedow, Michaelen
dc.date.accessioned2011-02-23-
dc.date.accessioned2011-04-06T10:54:03Z-
dc.date.available2011-04-06T10:54:03Z-
dc.date.issued2011-
dc.identifier.isbn978-3-86558-681-0en
dc.identifier.urihttp://hdl.handle.net/10419/44600-
dc.description.abstractA low interest rate environment can pose a key risk to the life insurance sector. A deteriorating return on investment holdings jeopardizes the guaranteed return on life insurance contracts. In this paper, we examine the effect of low interest rates on German life insurers by applying various adverse scenarios to a simple model of life insurers' balance sheets. A low return on investment can lead to a depletion of the bonus and rebate provisions. As a result, life insurers resilience may deteriorate. By way of this analysis, we can model approximately when the bonus and rebate provisions will be depleted.en
dc.language.isoengen
dc.publisher|aDeutsche Bundesbank |cFrankfurt a. M.en
dc.relation.ispartofseries|aDiscussion Paper Series 2 |x2011,02en
dc.subject.jelG14en
dc.subject.jelG21en
dc.subject.jelG28en
dc.subject.ddc330en
dc.subject.keywordLife insuranceen
dc.subject.keywordlow-interest rate environmenten
dc.subject.keywordfinancial stabilityen
dc.titleGauging the impact of a low-interest rate environment on German life insurers-
dc.typeWorking Paperen
dc.identifier.ppn647226995en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:bubdp2:201102en

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