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Strategic asset allocation for insurers under Solvency II
Roy Kouwenberg
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Business Economics
Research output
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Contribution to journal
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Article
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Academic
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peer-review
4
Citations (Scopus)
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Economics, Econometrics and Finance
Insurance Company
80%
Portfolio Selection
60%
Capital Requirements
60%
Institutional Investor
40%
Investment Strategies
20%
Return
20%
Loss
20%
Earth and Planetary Sciences
Requirement
80%
Insurance
40%
Impact
20%
Strategy
20%
Subject
20%
Set
20%
Standard
20%
Risk
20%
Probability Theory
20%
Target
20%
Social Sciences
Solvency
100%
Life Insurance
40%
Probability
20%
Standards
20%
Asset Management
20%
Representative
20%
Subject
20%
Market
20%
Computer Science
Asset Allocation
60%
Strategic Asset
20%
Asset Management
20%
Standards
20%
Probability
20%
Mathematics
Market Risk
20%
Absorb Loss
20%
Horizon Year
20%
Asset Management
20%
Force
20%
Minimizes
20%