Optimal equity protection of Solvency II regulated portfolios
Year of publication: |
February 2018
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Authors: | Vaucher, Benoit |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 20.2017/2018, 3, p. 69-81
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Subject: | risk management | insurance | portfolio construction | Solvency II | equities | risk mitigation | Risikomanagement | Risk management | Risikomodell | Risk model | EU-Versicherungsrecht | European insurance law | Theorie | Theory | Portfolio-Management | Portfolio selection | Betriebliche Liquidität | Corporate liquidity |
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