On the surplus management of funds with assets and liabilities in presence of solvency requirements
Benjamin Avanzi, Ping Chen, Lars Frederik Brandt Henriksen and Bernard Wong
| Year of publication: |
2023
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|---|---|
| Authors: | Avanzi, Benjamin ; Chen, Ping ; Henriksen, Lars Frederik Brandt ; Wong, Bernard |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2023.2023, 5, p. 477-508
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| Subject: | capital injections | funding ratio | Optimal dividends | regulation | solvency | stochastic control | Portfolio-Management | Portfolio selection | Betriebliche Liquidität | Corporate liquidity | Dividende | Dividend | Investmentfonds | Investment Fund | Theorie | Theory | Basler Akkord | Basel Accord | EU-Versicherungsrecht | European insurance law |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2022.2116725 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014336614