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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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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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A note on an interest rate immunization strategy
Okunev, John - In: Journal of banking & finance 16 (1992) 4, pp. 791-797
Persistent link: https://www.econbiz.de/10001126190
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The effect of an expanded underwriting portfolio on premium and capital
Cho, Dongsae - In: The Geneva papers on risk and insurance - issues and … 14 (1989) 50, pp. 54-65
Persistent link: https://www.econbiz.de/10001061656
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Simultanes Asset-Liability-Management : eine Betrachtung in der Sprache der Produktions- und Kostentheorie
Nickel, Andreas - In: Zeitschrift für die gesamte Versicherungswissenschaft … 86 (1997) 1, pp. 37-58
Persistent link: https://www.econbiz.de/10001218822
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Optimal investment strategies for insurance companies when capital requirements are imposed by a standard formula
Fischer, Katharina; Schlütter, Sebastian - In: The Geneva risk and insurance review 40 (2015) 1, pp. 15-40
Persistent link: https://www.econbiz.de/10011430682
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Is historical cost accounting a Panacea? : market stress, incentive distortions, and gains trading
Ellul, Andrew; Jotikasthira, Chotibhak; Lundblad, Christian - In: The journal of finance : the journal of the American … 70 (2015) 6, pp. 2489-2538
Persistent link: https://www.econbiz.de/10011411355
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Risk minimization for insurance products via F-doubly stochastic Markov chains
Biagini, Francesca; Groll, Andreas; Widenmann, Jan … - In: Risks : open access journal 4 (2016) 3, pp. 1-26
We study risk-minimization for a large class of insurance contracts. Given that the individual progress in time of … visiting an insurance policy's states follows an F-doubly stochastic Markov chain, we describe different state-dependent types … of insurance benefits. These cover single payments at maturity, annuity-type payments and payments at the time of a …
Persistent link: https://www.econbiz.de/10011507634
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Risk-adjusted performance of portfolio insurance and investors' preferences
Tawil, Dima - In: Finance research letters 24 (2018), pp. 10-18
Persistent link: https://www.econbiz.de/10011982441
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The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model
Li, Danping; Rong, Ximin; Zhao, Hui - In: IMA journal of management mathematics 27 (2016) 2, pp. 255-280
Persistent link: https://www.econbiz.de/10011567155