Risk management in finance and insurance

Erstveröffentlichung
2023-03-29Authors
Zhang, Fangyuan
Referee
Stadje, MitjaChen, An
Dissertation
Faculties
Fakultät für Mathematik und WirtschaftswissenschaftenInstitutions
Institut für FinanzmathematikInstitut für Versicherungswissenschaften
Abstract
The cumulative thesis consists of papers that study the impact of Value-at-Risk and average Value-at-Risk-based financial regulation on a representative financial institution's portfolio optimization (see Paper 1 and Paper 2), and a paper that investigates intergenerational risk sharing in a Defined Contribution pension system using an overlapping generations model (see Paper 3). Hence, the thesis contributes to the research strands of risk management in finance and insurance, decision analysis under uncertainty, portfolio optimization, and optimal pension design.
Date created
2022
Subject headings
[GND]: Entscheidung bei Unsicherheit | Entscheidungsfindung | Risikomanagement[LCSH]: Risk management | Financial reinsurance
[DDC subject group]: DDC 330 / Economics
Metadata
Show full item recordDOI & citation
Please use this identifier to cite or link to this item: http://dx.doi.org/10.18725/OPARU-48001
Zhang, Fangyuan (2023): Risk management in finance and insurance. Open Access Repositorium der Universität Ulm und Technischen Hochschule Ulm. Dissertation. http://dx.doi.org/10.18725/OPARU-48001
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