ASSET ALLOCATION TO OPTIMISE LIFE INSURANCE ANNUITY FIRM ECONOMIC CAPITAL AND RISK ADJUSTED PERFORMANCE

Author: Porteous Bruce T.   Tapadar Pradip  

Publisher: Faculty of Actuaries and Institute of Actuaries

ISSN: 1748-4995

Source: Annals of Actuarial Science, Vol.3, Iss.1-2, 2008-01, pp. : 187-214

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Abstract