Theory and Validation of Replicating Portfolios in Insurance Risk Management
Year of publication: |
2016
|
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Authors: | Beutner, Eric |
Other Persons: | Pelsser, Antoon (contributor) ; Schweizer, Janina (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomanagement | Risk management | Hedging | Versicherung | Insurance |
Extent: | 1 Online-Ressource (31 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 20, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2557368 [DOI] |
Classification: | G22 - Insurance; Insurance Companies ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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