Optimal allocation of diversification benefits
| Authors |
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| Publication date |
2011
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| Journal |
Actuaris
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| Volume | Issue number |
18 | 3
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| Pages (from-to) |
46-48
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| Organisations |
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Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
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| Abstract |
In recent years within Insurance companies measures like RAROC (Risk Adjusted Return on Capital) have become more popular for Balance Sheet Management purposes. RAROC is a performance measure that quantifies the amount of return per unit of risk that can be obtained by a certain entity.
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| Document type |
Article
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| Language |
English
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| Published at |
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