Investment policies and reinsurance for pension funds

DOI10.1016/0167-6687(85)90006-XzbMath0562.62091OpenAlexW2117571222MaRDI QIDQ1057027

Heinz H. Müller

Publication date: 1985

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(85)90006-x

zbMATH Keywords

pension fundrisk aversioninvestment policyreinsurancemutual fundsinvestment riskactuarial riskBorch's theorem

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Utility theory (91B16)

Related Items (1)

Decrease of capital guarantees in life insurance products: can reinsurance stop it?

Cites Work

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