Return attribution analysis of the UK insurance portfolios

G. Christodoulakis () and E Mamatzakis

Annals of Finance, 2010, vol. 6, issue 3, pages 405-420

Keywords: Insurance premiums; Monte Carlo integration; Non-negativity constraints; Return attribution; Sharpe style analysis; C1; C3; C5; E3; G2; G22 (search for similar items in EconPapers)
Date: 2010
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