Measuring insurers' investment risk taking with asymmetric tail dependencies
Year of publication: |
February 2017
|
---|---|
Authors: | Lai, Gene C. ; Lu, Erin P. ; Li, Haijun ; Chen, Dennis C. |
Published in: |
Risk management : a journal of risk, crisis and disaster. - Basingstoke : Palgrave Macmillan, ISSN 1460-3799, ZDB-ID 2227982-9. - Vol. 19.2017, 1, p. 1-31
|
Subject: | Investment risk taking | Life insurance industry | Skewed-t copula | Value-at-risk | Lebensversicherung | Life insurance | Tourismusregion | Tourism destination | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Investitionsrisiko | Investment risk | Multivariate Verteilung | Multivariate distribution | Risikopräferenz | Risk attitude | Theorie | Theory | Versicherung | Insurance |
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