Return attribution analysis of the UK insurance portfolios
G. Christodoulakis () and
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)
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Working Paper: Return Attribution Analysis of the UK Insurance Portfolios (2010)
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Persistent link: http://EconPapers.repec.org/RePEc:kap:annfin:v:6:y:2010:i:3:p:405-420
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