Open AccessWas the U.S. life insurance industry in danger of systemic risk by using derivative hedging prior to the 2008 financial crisis?
Author(s) -
Etti G. Baranoff,
Patrick L. Brockett,
Thomas W. Sager,
Bo Shi
Publication year - 2019
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2019.1.145
Subject(s) - systemic risk , diversification (marketing strategy) , life insurance , financial crisis , derivative (finance) , actuarial science , business , hedge , derivatives market , asset (computer security) , economics , finance , futures contract , ecology , computer security , marketing , biology , computer science , macroeconomics
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