Regulatory measures for distressed insurance undertakings: a comparative study

DOI10.1080/03461238.2019.1633395zbMath1430.91074OpenAlexW2906458861MaRDI QIDQ5210998

Lars J. Lämmlein, Peter Hieber, An Chen

Publication date: 17 January 2020

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2019.1633395

zbMATH Keywords

life insurancedefault riskoptimal asset allocationSolvency IIregulatory measures

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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• Risk-neutral valuation of participating life insurance contracts
• Fear of Fire Sales, Illiquidity Seeking, and Credit Freezes *
• OPTIMAL ASSET ALLOCATION IN LIFE INSURANCE: THE IMPACT OF REGULATION

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