Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Anna-Maria Hamm"'
Publikováno v:
European Actuarial Journal. 10:203-234
We discuss the impact of risk sharing and asset–liability management on capital requirements. Our analysis contributes to the evaluation of the merits and deficiencies of different risk measures. In particular, we highlight that the class of V@R-ba
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::29dfaa1333f7b150bcbfd85a9750e087
https://doi.org/10.1007/s13385-019-00219-9
https://doi.org/10.1007/s13385-019-00219-9
Publikováno v:
European Actuarial Journal. 8:127-167
In many countries insurance premiums are subject to an insurance premium tax that replaces the common value-added tax (VAT) used for most products and services. Insurance companies cannot deduct VAT payed on inputs from premium tax; also corporate bu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7481b6ae15e8cbd12cfc3fd0c789423f
https://doi.org/10.1007/s13385-018-0170-x
https://doi.org/10.1007/s13385-018-0170-x
Publikováno v:
Mathematics and Financial Economics. 7:69-91
Liquidity risk is an important type of risk, especially during times of crises. As observed by Acerbi and Scandolo (Quant Financ 8(7):681–691, 2008), it requires adjustments to classical portfolio valuation and risk measurement. Main drivers are tw
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cfa242137090065948d9b7f8c2011eeb
https://doi.org/10.1007/s11579-012-0092-3
https://doi.org/10.1007/s11579-012-0092-3
Publikováno v:
2013 Winter Simulations Conference (WSC).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1ca1edddc0eb219da0ab4d3a2da2d9a8
https://doi.org/10.1109/wsc.2013.6721483
https://doi.org/10.1109/wsc.2013.6721483