Measuring risk-adjusted performance and product attractiveness of a life annuity portfolio
Emilia Di Lorenzo, Albina Orlando, Marilena Sibillo
| Year of publication: |
February 2017
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|---|---|
| Authors: | Di Lorenzo, Emilia ; Orlando, Albina ; Sibillo, Marilena |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 7.2017, 1, p. 83-101
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| Subject: | Profitability Measures | Participating Policies | Operating Income | Longevity Risk | Consumer Protection | Sterblichkeit | Mortality | Verbraucherschutz | Consumer protection | Portfolio-Management | Portfolio selection | Lebensversicherung | Life insurance | Messung | Measurement | Risiko | Risk | Leibrente | Life annuity | Risikomodell | Risk model | Rentabilität | Profitability |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2017.71005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011658441