Risico en Rendement in Balans voor Verzekeraars
In this inaugural address Professor Pelsser investigates how one can strike a balance between investmens with a high expected return and high risk (e.g. stocks) versus low-risk investments with a low return (e.g.bonds). Using an example of a life-insurance company he shows in this address how one can employ optimisation-techniques to make a trade-off between the desire to find an investment return as high as possible under the constraint that the insurance company should be able to meet its obligations to the policyholders under all economic circumstances.
|, , , , ,
|, , , ,
|Erasmus University Rotterdam, Erasmus Research Institute of Management (ERIM)
|ERIM Inaugural Address Series Research in Management
|Erasmus Research Institute of Management
Pelsser, A. (2003, May 2). Risico en Rendement in Balans voor Verzekeraars. ERIM Inaugural Address Series Research in Management. Retrieved from http://hdl.handle.net/1765/872