| Author | Zhang, Fangyuan | dc.contributor.author |
| Date of accession | 2023-03-29T15:52:01Z | dc.date.accessioned |
| Available in OPARU since | 2023-03-29T15:52:01Z | dc.date.available |
| Year of creation | 2022 | dc.date.created |
| Date of first publication | 2023-03-29 | dc.date.issued |
| 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. | dc.description.abstract |
| Language | en_US | dc.language.iso |
| Publisher | Universität Ulm | dc.publisher |
| License | CC BY 4.0 International | dc.rights |
| Link to license text | https://creativecommons.org/licenses/by/4.0/ | dc.rights.uri |
| Dewey Decimal Group | DDC 330 / Economics | dc.subject.ddc |
| LCSH | Risk management | dc.subject.lcsh |
| LCSH | Financial reinsurance | dc.subject.lcsh |
| Title | Risk management in finance and insurance | dc.title |
| Resource type | Dissertation | dc.type |
| Date of acceptance | 2022-11-02 | dcterms.dateAccepted |
| Referee | Stadje, Mitja | dc.contributor.referee |
| Referee | Chen, An | dc.contributor.referee |
| DOI | http://dx.doi.org/10.18725/OPARU-48001 | dc.identifier.doi |
| PPN | 1840956305 | dc.identifier.ppn |
| URN | http://nbn-resolving.de/urn:nbn:de:bsz:289-oparu-48077-5 | dc.identifier.urn |
| GND | Entscheidung bei Unsicherheit | dc.subject.gnd |
| GND | Entscheidungsfindung | dc.subject.gnd |
| GND | Risikomanagement | dc.subject.gnd |
| Faculty | Fakultät für Mathematik und Wirtschaftswissenschaften | uulm.affiliationGeneral |
| Institution | Institut für Finanzmathematik | uulm.affiliationSpecific |
| Institution | Institut für Versicherungswissenschaften | uulm.affiliationSpecific |
| Grantor of degree | Fakultät für Mathematik und Wirtschaftswissenschaften | uulm.thesisGrantor |
| DCMI Type | Text | uulm.typeDCMI |
| Category | Publikationen | uulm.category |
| Bibliography | uulm | uulm.bibliographie |
