Optimal investment strategies for insurance companies when capital requirements are imposed by a standard formula
Year of publication: |
March 2015
|
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Authors: | Fischer, Katharina ; Schlütter, Sebastian |
Published in: |
The Geneva risk and insurance review. - Basingstoke : Palgrave Macmillan, ISSN 1554-964X, ZDB-ID 2197992-3. - Vol. 40.2015, 1, p. 15-40
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Subject: | capital regulation | standard formula | investment strategy | Solvency II | Theorie | Theory | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Versicherung | Insurance | Risikomodell | Risk model |
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