Similar Search Results - EconBiz

Integrated asset liability modelling for property casualty insurance : a portfolio theoretical approach

Duš, Ivica; Maurer, Raimond - In: Handbuch Institutionelles Asset Management, (pp. 447-463). 2003

Persistent link: https://www.econbiz.de/10001760214

Integrated Asset Liability Modelling for Property Casuality Insurance: A Portfolio Theoretical Approach

Dus, Ivica; Maurer, Raimond - 2001

In this paper we have developed a financial model of the non-life insurer to provide assistance for the management of the insurance company in making decisions on product, investment and reinsurance mix. The model is based on portfolio theory and recognizes the stochastic nature of and the...

Persistent link: https://www.econbiz.de/10005844561

Integrated asset liability modelling for property casuality insurance : a portfolio theoretical approach

Duš, Ivica; Maurer, Raimond - 2001

Persistent link: https://www.econbiz.de/10013444444

Portfolio behaviour and asset pricing in a characteristics framework

Blake, David - 1990

Persistent link: https://www.econbiz.de/10000800230

Performance measurement using multiple asset class portfolio data : a study of UK pension fonds

Blake, David; Lehmann, Bruce Neal; Timmermann, Allan - 1997

Persistent link: https://www.econbiz.de/10000637545

Turning pension plans into pension planes : what investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers

Blake, David (contributor); Cairns, Andrew (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003740874

Optioned portfolio selection : models and analysis

Liang, Jianfeng; Zhang, Shuzhong; Li, Duan - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 569-593

Persistent link: https://www.econbiz.de/10003769015

On the fundamental law of active portfolio management : what happens if our estimates are wrong?

Zhou, Guofu - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 26-33

Persistent link: https://www.econbiz.de/10003769532

On the fundamental law of active portfolio management : how to make conditional investments unconditionally optimal

Zhou, Guofu - In: The journal of portfolio management : a publication of … 35 (2008/09) 1, pp. 12-21

Persistent link: https://www.econbiz.de/10003780569

Life-cycle asset allocation with annuity markets

Horneff, Wolfram J.; Maurer, Raimond; Stamos, Michael Zisis - In: Journal of economic dynamics & control 32 (2008) 11, pp. 3590-3612

Persistent link: https://www.econbiz.de/10003780976

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