Florian Schreiber

University of St. Gallen - I.VW-HSG

Tannenstrasse 19

St. Gallen, 9010

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS

491

CITATIONS

8

Scholarly Papers (3)

1.

Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula

Number of pages: 29 Posted: 17 Aug 2013
Alexander Braun, Hato Schmeiser and Florian Schreiber
University of St. Gallen - I.VW-HSG, University of Muenster - Faculty of Economics and University of St. Gallen - I.VW-HSG
Downloads 427 (66,818)
Citation 2

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Portfolio Theory, Solvency II, Market Risk, Asset Management

2.

The Asset-Liability Ratio: An Innovative Risk-Adjusted Performance Measure for Life Insurers

Number of pages: 33 Posted: 15 Feb 2019
Alexander Braun and Florian Schreiber
University of St. Gallen - I.VW-HSG and University of St. Gallen - I.VW-HSG
Downloads 63 (346,088)

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Asset-Liability Management, Life Insurance, Performance Measurement, Rank Correlation

3.

Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula

Journal of Risk and Insurance, Vol. 84, Issue 1, pp. 177-207, 2017
Number of pages: 31 Posted: 06 Feb 2017
Alexander Braun, Hato Schmeiser and Florian Schreiber
University of St. Gallen - I.VW-HSG, University of Muenster - Faculty of Economics and University of St. Gallen - I.VW-HSG
Downloads 1 (648,295)
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