On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes
Year of publication: |
2015
|
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Authors: | Bohnert, Alexander ; Gatzert, Nadine ; Løchte Jørgensen, Peter |
Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 60.2015, p. 83-97
|
Subject: | Participating life insurance | Surplus distribution | Risk-neutral valuation | Fair risk charge | Management mechanisms | Lebensversicherung | Life insurance | Risikomodell | Risk model | Theorie | Theory | Risikomanagement | Risk management |
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