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Hato Schmeiser
Information about the author Hato Schmeiser will soon be added to the site.
Found
3 papers
in total
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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...
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
2012
In this article, we comprehensively analyze open‐end funds dedicated to...
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