Revisiting optimal investment strategies of value-maximizing insurance firms
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Publication:2038230
DOI10.1016/j.insmatheco.2021.03.013zbMath1467.91207OpenAlexW3142135753MaRDI QIDQ2038230
Santiago Moreno-Bromberg, Claudia Ravanelli, Mario Šikić, Pablo Koch-Medina
Publication date: 6 July 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.03.013
investment strategymarket-consistent valuationdividend paymentsdefault optionfranchise valueinsurance firm
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