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Titel:

Optimal Asset Allocation in Life Insurance: The Impact of Regulation.

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Chen, A.; Hieber, P.
Nicht-TUM Koautoren:
ja
Kooperation:
international
Abstract:
In a typical equity-linked life insurance contract, the insurance company is entitled to a share of return surpluses as compensation for the return guarantee granted to the policyholders. The set of possible contract terms might, however, be restricted by a regulatory default constraint — a fact that can force the two parties to initiate sub-optimal insurance contracts. We show that this effect can be mitigated if regulatory policy is more flexible. We suggest that the regulator implement a traf...     »
Intellectual Contribution:
Discipline-based Research
Zeitschriftentitel:
ASTIN Bulletin
Journal gelistet in FT50 Ranking:
nein
Jahr:
2016
Band / Volume:
No. 3
Heft / Issue:
Vol. 46
Seitenangaben Beitrag:
605-626
Volltext / DOI:
doi:10.1017/asb.2016.12
Urteilsbesprechung:
0
Key publication:
Nein
Peer reviewed:
Ja
commissioned:
not commissioned
Technology:
Nein
Interdisziplinarität:
Nein
Leitbild:
;
Ethics und Sustainability:
Nein
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