Braun Alexander

Alexander Braun

Information about the author Alexander Braun will soon be added to the site.
Found 4 papers in total
Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula
Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula
2017
We optimize a life insurance company's asset allocation in the context of classical...
Pricing in the Primary Market for Cat Bonds: New Empirical Evidence
Pricing in the Primary Market for Cat Bonds: New Empirical Evidence
2016
We present empirical evidence from the primary market for cat bonds, which provides...
The Impact of Private Equity on a Life Insurer's Capital Charges Under Solvency II and the Swiss Solvency Test
The Impact of Private Equity on a Life Insurer's Capital Charges Under Solvency II and the Swiss Solvency Test
2014
In this article, we conduct an in‐depth analysis of the impact of private...
Performance and Risks of Open-End Life Settlement Funds
Performance and Risks of Open-End Life Settlement Funds
2012
In this article, we comprehensively analyze open‐end funds dedicated to...
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