A theoretical assessment on optimal asset allocations in insurance industry
Year of publication: |
2013
|
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Authors: | Jarraya, Bilel ; Bouri, Abdelfettah |
Published in: |
International journal of finance & banking studies : JJFBS. - Istanbul : [Verlag nicht ermittelbar], ISSN 2147-4486, ZDB-ID 2724514-7. - Vol. 2.2013, 4, p. 30-44
|
Subject: | Portfolio investment | Optimal asset allocation | Solvency | Expected return | Expected utility | Assets modeling | Risky assets | Risk free asset | Insurance companies | Portfolio-Management | Portfolio selection | Theorie | Theory | Versicherung | Insurance | Risiko | Risk | Kapitalanlage | Financial investment | CAPM | Risikoprämie | Risk premium | Erwartungsnutzen | Kapitaleinkommen | Capital income |
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