Optimal portfolio insurance

MJ Brennan, R Solanki - Journal of financial and quantitative …, 1981 - cambridge.org
… of the optimal investment portfolio insurance contract. This is a … investment performance of
some specified portfolio of common stocks. Portfolio insurance differs from general insurance

The influence of claims payments on the investment portfolio of insurance companies

N Pantić, K Mikulić, M Leković - Oditor, 2022 - oditor.rs
Portfolio insurance investment strategies: A riskmanagement tool. UTMS Journal of … insurance
market in China and the factors affecting the investment portfolio of insurance companies. …

Life insurance company investment portfolio composition and investment regulation

KL Henebry, JM Diamond - Journal of Insurance Issues, 1998 - JSTOR
… Abstract Has the investment portfolio composition of life insurance companies shifted
over … a binding constraint on portfolio investments? Data for 55 life insurance companies (stock, …

A non-linear programming model for insurance company investment portfolio management in Nigeria

EO Oyatoye, WO Arilesere - International Journal of Data …, 2012 - inderscienceonline.com
… We observed from Table 3 that the investment of Oceanic Insurance Company fell out of the
… While more than the optimum 16.5% of the company’s funds was kept as deposit (a portfolio

Portfolio regulation of life insurance companies and pension funds

EP Davis - 2000 - bura.brunel.ac.uk
… risk 6 and portfolio insurance approaches put a particular stress on avoiding downward
moves, eg in the context of minimum solvency levels for pension funds or insurance companies. …

The relationship between portfolio holding and financial performance of insurance companies in Kenya

M Auma - 2013 - erepository.uonbi.ac.ke
… All insurance companies operating in Kenya as at 31 st December, 2012 were included in …
the Insurance Regulatory Authority, Association of Kenya Insurers, and insurance companies

[PDF][PDF] STRUCTURE OF THE INVESTMENT PORTFOLIO IN INSURANCE COMPANIES

M Susac - Economic and Social Development: Book of …, 2022 - esd-conference.com
… of the investment portfolio of insurance companies. This … structure of investment portfolios
in insurance companies in … investments that must be met by the insurance companies in those …

The impact of the global financial crisis on the structure of investment portfolios of insurance companies

J Kocovic, TR Antic, M Jovovic - Economic annals, 2011 - ea.ekof.bg.ac.rs
… the scale and structure of investment portfolios of insurance companies, with respect to their
… specific nature of insurance activities. The analysis includes insurance companies’ exhibited …

Portfolio insurance investment strategies: A risk-management tool

E Agic-Sabeta - UTMS Journal of Economics, 2017 - econstor.eu
investing under the assumption of normal distribution of returns may be dangerous. The main
objectives of this article are to describe portfolio insurance … of portfolio insurance strategies …

[PDF][PDF] Comparative analysis of insurance companies and commercials banks' investment portfolios and economic growth in Nigeria

IT Akpan, EM Joseph - … Journal of Business and Management Review …, 2017 - academia.edu
This study empirically and comparatively analyses the insurance companies and commercials
banks’ investment portfolios and their contributions to economic growth in Nigeria. The …