Measuring Risk-Adjusted Performance and Product Attractiveness of a Life Annuity Portfolio
نویسندگان
چکیده
منابع مشابه
a new algorithm and software of individual life insurance and annuity computation
چکیده ندارد.
15 صفحه اولA New Efficient Metaheuristic Model for Stock Portfolio Management and its Performance Evaluation by Risk-adjusted Methods
In this research, we proposed a new metaheuristic technique for stock portfolio multi-objective optimization employing the combination of Strength Pareto Evolutionary Algorithm (SPEA), Adaptive Neuro-Fuzzy Inference System (ANFIS) and Arbitrage Pricing Theory (APT). To generate the more precise model, ANFIS has implemented to envisage long-term movement values of the Tehran Stock Exchange (TSE)...
متن کامل“the effect of risk aversion on the demand for life insurance: the case of iranian life insurance market”
abstract: about 60% of total premium of insurance industry is pertained?to life policies in the world; while the life insurance total premium in iran is less than 6% of total premium in insurance industry in 2008 (sigma, no 3/2009). among the reasons that discourage the life insurance industry is the problem of adverse selection. adverse selection theory describes a situation where the inf...
15 صفحه اولRisk-Adjusted Underwriting Performance Measurement
To measure economic profits generated by an insurance policy during its life time, we compare the terminal assets of the policy account with certain breakeven value. Policies with mutil-year loss payments and income tax payments are studied. The breakeven value of terminal assets is given in closed form, and shown to be an increasing function of the claims risk and the asset investment risk. Pr...
متن کاملInnovation portfolio management : enhancing new product performance
Despite the fact that innovation portfolio management is an important driver of innovation excellence, it has been relatively overlooked by many companies. Yet, by employing it, firms may realize shorter and leaner innovation processes, thereby strengthening their competitive position. This article explains the key steps that managers can take to implement or enhance their organizations' innova...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mathematical Finance
سال: 2017
ISSN: 2162-2434,2162-2442
DOI: 10.4236/jmf.2017.71005