A new probabilistic model of portfolio optimization based on insurer's liability in life insurance contracts
In this article, a new probabilistic model is proposed to optimize the portfolio of assets based on the insurer's obligations. Unlike other existing models, the proposed model takes into account the randomness of the amount paid and received from policyholders and the return on assets. In order to e...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Persa |
| Publicado em: |
Insurance Research Center
2013-09-01
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| coleção: | Iranian Journal of Insurance Research |
| Assuntos: | |
| Acesso em linha: | https://ijir.irc.ac.ir/article_4801_1d3b35b0a2e7ef11743838611c7ae47c.pdf |
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