✦ LIBER ✦

On the Proper Adjustment for Risk through Discount Rates in a Mean-Variance Framework

✍ Scribed by James E. Everett and Bernhard Schwab

Book ID: 124942434
Publisher: Financial Management Association International (FMA)
Year: 1979
Tongue: English
Weight: 797 KB
Volume: 8
Category: Article
ISSN: 0046-3892
DOI: 10.2307/3665351

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

ON THE NEGATIVE RISK PREMIUM FOR RISK AD

ON THE NEGATIVE RISK PREMIUM FOR RISK ADJUSTED DISCOUNT RATES: A REPLY

✍ R.G. Dyson; R.H. Berry 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 203 KB

ON THE NEGATIVE RISK PREMUIM FOR RISK AD

ON THE NEGATIVE RISK PREMUIM FOR RISK ADJUSTED DISCOUNT RATES: A FURTHER COMMENT

✍ John R Grinyer 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 241 KB

ON THE NEGATIVE RISK PREMIUM FOR RISK AD

ON THE NEGATIVE RISK PREMIUM FOR RISK ADJUSTED DISCOUNT RATES: A COMMENT AND EXTENSION

✍ Laurence D. Booth 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 453 KB

ON THE NEGATIVE RISK PREMIUM FOR RISK AD

ON THE NEGATIVE RISK PREMIUM FOR RISK ADJUSTED DISCOUNT RATES: A REPLY AND EXTENSION

✍ R.H. Berry; R.G. Dyson 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 267 KB

Insolvency risk and its impact on the po

Insolvency risk and its impact on the policyholders’ investment choices: a mean–variance approach for participating life insurance business in UK

✍ Alexandra K Berketi 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 587 KB

Ross and McWhirter (Ross and McWhirter, 1991. Unpublished paper) and Berketi and Macdonald (Berketi and Macdonald, 1999. Insurance: Mathematics and Economics 24, 117-138) showed that diversifying insolvency risk results in a substantial cost to the policyholders in terms of reduction in their expec