Revisiting optimal investment strategies of value-maximizing insurance firms
type: Item
instance of: scholarly article
title: Revisiting optimal investment strategies of value-maximizing insurance firms
zbMATH Open document ID: 1467.91207
author: Pablo Koch-Medina
author: Santiago Moreno-Bromberg
author: Claudia Ravanelli
author: Mario Šikić
published in: Insurance Mathematics \& Economics
publication date: 2021-07-06T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 91G05
zbMATH DE Number: 7368187
zbMATH Keywords: insurance firm
zbMATH Keywords: default option
zbMATH Keywords: franchise value
zbMATH Keywords: dividend payments
zbMATH Keywords: investment strategy
zbMATH Keywords: market-consistent valuation
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2021.03.013
OpenAlex ID: W3142135753
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DOI: 10.1016/J.INSMATHECO.2021.03.013
description: scientific article; zbMATH DE number 7368187