Tax- and expense-modified risk-minimization for insurance payment processes
Work
Year: 2020
Type: article
Abstract: We study the problem of determining risk-minimizing investment strategies for insurance payment processes in the presence of taxes and expenses. We consider the situation where taxes and expenses are ... more
Source: Scandinavian Actuarial Journal
Institution University of Copenhagen
Cites: 17
Cited by: 1
Related to: 10
FWCI: 0.218
Citation percentile (by year/subfield): 49.42
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green
Funder Innovationsfonden
Grant ID 7038-00007