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    STUDIA OECONOMICA - Issue no. 1 / 2008  
         
  Article:   RISK MANAGEMENT OF INTEREST RATES FOR LIFE INSURANCE CONTRACTS / LA GESTION DU RISQUE DU TAUX D’INTERET POUR LES CONTRATS D’ASSURANCE VIE.

Authors:  SIMONA DRAGOŞ. 		 
       
         
  Abstract:  When pricing a life insurance we have to choose the hypotheses on the mortality and on the future evolution of the interest rates. A small variation of the interest rate has a greater impact on the actual value of a life insurance contract then a small variation of the mortality. The paper treats the evolution of the modalities of managing the risk of interest rate, the advantages and disadvantages of each method.

Keywords: life insurance, interest rate, immunisation, dynamic insurance 		 
         
     
         
         
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