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A theoretical assessment on optimal asset allocations in insurance industry

Jarraya, Bilel; Bouri, Abdelfettah - In: International journal of finance & banking studies : JJFBS 2 (2013) 4, pp. 30-44

Persistent link: https://www.econbiz.de/10010532785

Die Anlagepolitik der Versicherungsunternehmen im Lichte des Shortfall-Konzepts

Auckenthaler, Christoph; Zweifel, Peter - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 34 (2005) 9, pp. 482-487

Persistent link: https://www.econbiz.de/10003059019

Pricing for multiline insurer : frictional costs, insolvency, and asset allocation

Zhang, Li; Nielson, Norma - In: Risk management and insurance review 15 (2012) 2, pp. 129-152

Persistent link: https://www.econbiz.de/10011656922

Conditional skewness in asset pricing : 25 years of out-of-sample evidence

Harvey, Campbell R.; Siddique, Akhtar R. - In: Critical finance review 12 (2023) 1/4, pp. 355-366

Persistent link: https://www.econbiz.de/10014370380

Zum Wandel der Finanzdienstleistungsmärkte : dargestellt anhand ausgewählter Bankinstrumente und Finanzdienstleistungsinnovationen

Schmeisser, Wilhelm (ed.) - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003602343

Asset pricing of financial institutions : the cross-section of expected stock returns in the property/liability insurance industry

Ben Ammar, Semir; Eling, Martin; Milidonis, Andreas - 2015

We conduct a comprehensive asset pricing analysis for the U.S. property/liability insurance industry using monthly data … the returns of property/liability insurance stocks in a satisfactory way. We adapt the model proposed by Adrian, Friedman …, and Muir (2015) for financial institutions and define an insurance-specific five-factor asset pricing model (INS5), which …

Persistent link: https://www.econbiz.de/10011345060