Optimal investment and premium policies under risk shifting and solvency regulation
Damir Filipović; Robert Kremslehner; Alexander Muermann
| Year of publication: |
2015
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|---|---|
| Authors: | Filipović, Damir ; Kremslehner, Robert ; Muermann, Alexander |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 82.2015, 2, p. 261-288
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| Subject: | Versicherungsbeitrag | Insurance premium | Pareto-Optimum | Pareto efficiency | Portfolio-Management | Portfolio selection | Asymmetrische Information | Asymmetric information | Risikomodell | Risk model | EU-Versicherungsrecht | European insurance law | Schweiz | Switzerland |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011392987