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Risk- and value-based management for non-life insurers under solvency constraints
Eckert, Johanna; Gatzert, Nadine - In: European journal of operational research : EJOR 266 (2018) 2, pp. 761-774
Persistent link: https://www.econbiz.de/10011811930
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Risk- and value-based management for non-life insurers under solvency constraints
Eckert, Johanna - In: Asset liability management in insurance companies, (pp. 9-43). 2018
Persistent link: https://www.econbiz.de/10011901139
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The impact of shareholders' limited liability on risk- and value-based management
Eckert, Johanna - In: Asset liability management in insurance companies, (pp. 45-67). 2018
Persistent link: https://www.econbiz.de/10011901141
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The impact of risk classification in life insurance: an analysis of underwriting risk, underwriting costs, and classification systems
Eckert, Johanna - In: Asset liability management in insurance companies, (pp. 99-127). 2018
Persistent link: https://www.econbiz.de/10011901144
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Risk- and Value-Based Management for Non-Life Insurers under Solvency Constraints
Eckert, Johanna - 2017
The aim of this paper is to study optimal risk- and value-based management decisions regarding a non-life insurer's investment strategy by maximizing shareholder value based on preference functions, while simultaneously controlling for the ruin probability. We thereby extend previous work by...
Persistent link: https://www.econbiz.de/10012969970
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The impact of shareholders' limited liability on risk- and value-based management
Eckert, Christian; Eckert, Johanna - In: Journal of risk 22 (2019/2020) 4, pp. 79-102
Persistent link: https://www.econbiz.de/10012297515