Optimal investment strategies for insurance companies in the presence of standardised capital requirements - Katharina Fischer; Sebastian Schlütter (Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), 2012)
Keywords: 330; solvency regulation; capital requirements; asset allocation; insurer default risk; Versicherung; Institutioneller Anleger; Portfolio-Management; Solvency II; Kapitalstruktur; Theorie