Sökning: "Alva Happe"

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  1. 1. Optimizing the Cash Reserve in a Portfolio of US Life Insurance Policies

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Alva Happe; Wassim Seifeddine; [2022]
    Nyckelord :portfolio optimization; risk management; monte carlo; value at risk; life settlements; longevity risk; cash reserve; closed-end fund;

    Sammanfattning : Hoarding a too large cash reserve is often unfavourable due to lost investment opportunities. Similarly, an insufficient cash reserve can be detrimental, as one might fail to meet payment obligations. Finding the optimal balance is nothing that is done in the blink of an eye, particularly when the underlying variable is stochastic, e.g. LÄS MER