A Theoretical Assessment on Optimal Asset Allocations in Insurance Industry
Year of publication: |
2013
|
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Authors: | Jarraya, Bilel ; Bouri, Abdelfettah |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Portfolio investment | Optimal asset allocation | Solvency | Expected return | Expected utility | Assets modeling | Risky assets | Risk free asset | Insurance companies |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in International Journal of Finance & Banking Studies 4.2(2013): pp. 30-44 |
Classification: | G2 - Financial Institutions and Services ; G22 - Insurance; Insurance Companies ; G29 - Financial Institutions and Services. Other |
Source: |
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A theoretical assessment on optimal asset allocations in insurance industry
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