Measuring insurers' investment risk taking with asymmetric tail dependencies
Gene C. Lai, Erin P. Lu, Haijun Li, Dennis C. Chen
| Year of publication: |
February 2017
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|---|---|
| Authors: | Lai, Gene C. ; Lu, Erin P. ; Li, Haijun ; Chen, Dennis C. |
| Published in: |
Risk management : a journal of risk, crisis and disaster. - Basingstoke : Palgrave Macmillan, ISSN 1460-3799, ZDB-ID 2227982-9. - Vol. 19.2017, 1, p. 1-31
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| Subject: | Investment risk taking | Life insurance industry | Skewed-t copula | Value-at-risk | Lebensversicherung | Life insurance | Risikomaß | Risk measure | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Investitionsrisiko | Investment risk | Portfolio-Management | Portfolio selection | Risikopräferenz | Risk attitude | Risikomodell | Risk model | Risikomanagement | Risk management | Versicherung | Insurance | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41283-016-0010-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011729302