An optimization approach to the dynamic allocation of economic capital
| Year of publication: |
2003-09-01
|
|---|---|
| Authors: | Laeven, Roger J.A. ; Goovaerts, Marc J. |
| Subject: | Value at Risk | Kapitalallokation | virtual risk adjusted capital |
| Extent: | 422912 bytes 21 p. application/pdf |
|---|---|
| Series: | Insurance: Mathematics and Economics ; 35 (2004) 299–319 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | G22 - Insurance; Insurance Companies ; G31 - Capital Budgeting; Investment Policy ; Management of insurance ; Insurance Industry ; Individual Working Papers, Preprints ; No country specification |
| Source: | USB Cologne (business full texts) |
Persistent link: https://www.econbiz.de/10005847405