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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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Anwendung der Lehre von den unvollkommenen und unvollständigen Versicherungs- und Kapitalmärkten auf die Lebensversicherung
Nickel, Andreas - 1995
Persistent link: https://www.econbiz.de/10000895988
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Special issue on insurance and finance
Baranoff, Etti (ed.) - 2015
Persistent link: https://www.econbiz.de/10011418899
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Insurance companies' investments at the end of 2010
Gandolphe, Sarah; Hauton, Gae͏̈l; Viol, Sandrine; … - In: Banque de France bulletin / Quarterly selection of articles 23 (2011), pp. 59-77
Persistent link: https://www.econbiz.de/10009408612
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Insurance institutions' investments at end-2012
Birouk, Omar; Bouloux, Alain-Nicolas; Hauton, Gaël - In: Banque de France bulletin / Quarterly selection of articles 31 (2013), pp. 45-62
Persistent link: https://www.econbiz.de/10010234125
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A large-scale optimization model for replicating portfolios in the life insurance industry
Adelmann, Maximilian; Fernandez-Arjona, Lucio; Mayer, János - 2016
Replicating portfolios have recently emerged as an important tool in the life insurance industry, used for the valuation of companies' liabilities. This paper presents a replicating portfolio (RP) model for approximating life insurance liabilities as closely as possible. We minimize the L1 error...
Persistent link: https://www.econbiz.de/10011515725
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Insurance institutions' investments at end-2011
Hauton, Gaël; Birouk, Omar; Bouloux, Alain-Nicolas - In: Banque de France bulletin / Quarterly selection of articles 27 (2012), pp. 57-82
Persistent link: https://www.econbiz.de/10009682567
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Initial capital and margins required to secure a Japanese life insurance policy portfolio under variable interest rates
Sato, Manabu (contributor); Dickson, David C. M. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001731057