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Asset Allocation to Optimise Life Insurance Annuity Firm Economic Capital and Risk Adjusted Performance

Asset Allocation to Optimise Life Insurance Annuity Firm Economic Capital and Risk Adjusted Performance

Porteous, Bruce T.; Tapadar, Pradip
  • 期刊名称Annals of Actuarial Science
  • 作者Porteous, Bruce T.; Tapadar, Pradip
  • 卷第3卷
  • 印刷ISSN1748-4995
  • 电子ISSN1748-5002
  • 文件大小634.01KB
  • 发表时间2008-9
  • DOI10.1017/S1748499500000506
  • 页码187-214
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