Optimal asset allocation in life insurance : the impact of regulation
By An Chen and Peter Hieber
Year of publication: |
2016
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Authors: | Chen, An ; Hieber, Peter |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 46.2016, 3, p. 605-626
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Subject: | Regulation | life insurance | default risk | utility maximization | risk sharing | multiobjective optimization | Lebensversicherung | Life insurance | Portfolio-Management | Portfolio selection | Risikomodell | Risk model | Theorie | Theory | Risiko | Risk |
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