Incorporating Foreign Equities in the Optimal Asset Allocation of an Insurer with the Consideration for Background Risks: Models and Numerical Illustrations
Year of publication: |
2005
|
---|---|
Authors: | Chang, Shih-Chieh Bill ; Tsai, Chenghsien ; Hung, Li-Chuan |
Published in: |
Asia-Pacific Journal of Risk and Insurance. - De Gruyter, ISSN 2153-3792, ZDB-ID 2541118-4. - Vol. 1.2005, 1
|
Publisher: |
De Gruyter |
Subject: | foreign investment | background risk | asset allocation | stochastic control | Markov chain approximation | life insurance |
-
Striking the balance : life insurance timing and asset allocation in financial planning
Chen, An, (2023)
-
Annuitization and asset allocation under exponential utility
Liang, Xiaoqing, (2018)
-
Liang, Xiaoqing, (2020)
- More ...
-
Downside risk control in continuous time portfolio management
Cai, Han-cong, (2013)
-
Currency uncertainty, interest guarantee, and risk-based premiums in life insurance guaranty schemes
Chang, Shih-Chieh Bill, (2020)
-
Applying simulation optimization to the asset allocation of a property-casualty insurer
Yu, Tzu-Yi, (2010)
- More ...