✦ LIBER ✦

Optimal futures positions for life insurance companies

✍ Scribed by Hamid Rahman; Mohammad Najand

Publisher: John Wiley and Sons
Year: 1992
Tongue: English
Weight: 650 KB
Volume: 12
Category: Article
ISSN: 0270-7314
DOI: 10.1002/fut.3990120110

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Solving for optimal futures and options

Solving for optimal futures and options positions using a simulation-optimization technique

✍ Li-Fen Lei; Donald Liu; Arne Hallam 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 629 KB

CCC 0270-731 4/95/050559-13 contains an empirical section on optimal futures and options positions for a fat cattle producer. The simulation method there is different from the simulation-optimization procedure proposed in this study. The empirical analysis in is based on the optimization result de

The function of surplus: preparation for

The function of surplus: preparation for the specific risks faced by Japanese life insurance companies.: 061094 (E61, B10) Ouchi O., Chiba M., Japan, Proceedings I.C.A., vol. 2, 1992, pp. 191–211.

📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 198 KB

093079 (E53) The use of capital bonus po

093079 (E53) The use of capital bonus policy and investment policy in the control of solvency for with-profits life insurance companies in the UK : Chadburn R.G., Actuarial Research Paper N°95, Department of Actuarial Science and Statistics, City University, UK, 1997

📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 86 KB

A unit-linked life insurance contract is a contract where the insurance benefits depend on the price of some specific traded stocks. We consider a model describing the uncertainty of the financial market and a portfolio of insured individuals simultaneously. Due to incompleteness the insurance claim