Decrease of capital guarantees in life insurance products : can reinsurance stop it?
Year of publication: |
2022
|
---|---|
Authors: | Escobar, Marcos ; Havrylenko, Yevhen ; Kschonnek, Michel ; Zagst, Rudi |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 105.2022, p. 14-40
|
Subject: | Portfolio optimization | Value-at-risk | Allocation constraint | Insurance | Reinsurance | Portfolio-Management | Portfolio selection | Rückversicherung | Theorie | Theory | Lebensversicherung | Life insurance | Risikomaß | Risk measure | Risikomanagement | Risk management |
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