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Optimal investment strategies for insurance companies in the presence of standardised capital requirements

Katharina Fischer and Sebastian Schlütter

No 09/12, ICIR Working Paper Series from Goethe University Frankfurt, International Center for Insurance Regulation (ICIR)

Keywords: solvency regulation; capital requirements; asset allocation; insurer default risk (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ias and nep-rmg
Date: 2012
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