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Was the U.S. life insurance industry in danger of systemic risk by using derivative hedging prior to the 2008 financial crisis?

Author: Acharya VV Engle R, Richardson M
Adrian T Brunnermeier MK
Baranoff EG Sager TW
Baranoff EG Sager TW
Baranoff EG Sager TW, Papadopoulos S
Bernal O Gnabo JY, Guilmin G
Bierth C Irresberger F, Weiß GN
Billio M Getmansky M, Lo AW, et al.
Black L Correa R, Huang X, et al.
Chen CY Härdle WK, Okhrin Y
Chen H Cummins JD, Viswanathan KS
Colquitt LL Hoyt RE
Cummins JD Phillip RD, Smith SD
Cummins JD Weiss MA
Glasserman P Young HP
Gouriéroux C Héam JC, Monfort A
Harrington SE
Hoyt RE
Härdle WK Wanga W, Yu L
Park SC Xie X
Pourkhanali A Kim J, Tafakori L, et al.
Publication venue: 'American Institute of Mathematical Sciences (AIMS)'
Publication date: 01/01/2019
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