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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
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Integrierte Erfolgssteuerung in der Schadenversicherung auf der Basis von Risiko-Wert-Modellen
Maurer, Raimond - 2000
Persistent link: https://www.econbiz.de/10001491959
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Integrated asset liability modelling for property casuality insurance : a portfolio theoretical approach
Duš, Ivica; Maurer, Raimond - 2001
Persistent link: https://www.econbiz.de/10013444444
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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/10010316238
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Investment- und Risikomanagement : Modelle, Methoden, Anwendungen
Albrecht, Peter; Maurer, Raimond - 2008 - 3., überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10003707336
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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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Optimizing the retirement portfolio : asset allocation, annuitization, and risk aversion
Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - 2006
Persistent link: https://www.econbiz.de/10003354841
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Asset allocation and location over the life cycle with survival-contingent payoffs
Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - 2008
Persistent link: https://www.econbiz.de/10003861308
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Extending life cycle models of optimal portfolio choice : integrated flexible work, endogenous retirement, and investment decisions with lifetime payouts
Chai, Jingjing; Horneff, Wolfram J.; Maurer, Raimond; … - 2009
Persistent link: https://www.econbiz.de/10003851671
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Asset allocation and location over the life cycle with investment-linked survival-contingent payouts
Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - In: Journal of banking & finance 33 (2009) 9, pp. 1688-1899
Persistent link: https://www.econbiz.de/10003872868