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The impact of the 2008 crisis on total insurers' investment portfolio in Europe : dynamic panel approach
Genc, Elif Guneren; Basar, Ozlem Deniz - In: Research in world economy 6 (2015) 1, pp. 208-214
Persistent link: https://www.econbiz.de/10011415639
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On the exposure of insurance companies to sovereign risk : portfolio investments and market forces
Düll, Robert; König, Felix; Ohls, Jana - 2015
risk. This paper focuses on the transmission of sovereign risk to insurance companies as some of the largest institutional … investors in the sovereign bond market. We use a firm level panel dataset that covers large insurance companies, banks and non … reflected in current insurance regulation (incl. upcoming Solvency II in Europe). …
Persistent link: https://www.econbiz.de/10011373080
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The evolution of insurer portfolio investment strategies for long-term investing
Gründl, Helmut; Dong, Ming; Gal, Jens - In: Financial market trends 111 (2016) 2, pp. 7-61
Persistent link: https://www.econbiz.de/10011892505
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Insurers, consumers, and correlated risks
Schoder, Johannes; Zweifel, Peter; Eugster, Patrick - In: The journal of insurance issues : official journal of … 36 (2013) 2, pp. 194-222
Persistent link: https://www.econbiz.de/10010197173
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Bond portfolio management under Solvency II regulation
Drenovak, Mikica; Ranković, Vladimir; Urošević, Branko; … - In: The European journal of finance 27 (2021) 9, pp. 857-879
Persistent link: https://www.econbiz.de/10012516137
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Value investing : circle of competence in the Thai insurance industry
Sampan Nettayanun - In: Asia-Pacific journal of risk and insurance : APJRI 11 (2017) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10011671158
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Risk sharing in equity-linked insurance products : Stackelberg equilibrium between an insurer and a reinsurer
Havrylenko, Yevhen; Hinken, Maria; Zagst, Rudi - In: ASTIN bulletin : the journal of the International … 54 (2024) 1, pp. 129-158
Persistent link: https://www.econbiz.de/10014485603
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Insurance and portfolio decisions : two sides of the same coin?
Armantier, Olivier; Foncel, Jérôme; Treich, Nicolas - 2023
Persistent link: https://www.econbiz.de/10014249269
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Equity allocation and portfolio selection in insurance
Taflin, Erik - Université Paris-Dauphine (Paris IX) - 2000
A discrete time probabilistic model, for optimal equity allocation and portfolio selection, is formulated so as to apply to (at least) reinsurance. In the context of a company with several portfolios (or subsidiaries), representing both liabilities and assets, it is proved that the model has...
Persistent link: https://www.econbiz.de/10010708778
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A note on portfolio selection by insurance companies and optimal participating insurance policies
Gollier, Christian; Wibaut, Serge - 1991
Persistent link: https://www.econbiz.de/10000130322