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Equity allocation and portfolio selection in insurance

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  • Taflin, Erik

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  • Taflin, Erik, 2000. "Equity allocation and portfolio selection in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 27(1), pages 65-81, August.
    • Handle: RePEc:eee:insuma:v:27:y:2000:i:1:p:65-81
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    References listed on IDEAS

    as
    1. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    2. Harrison, J. Michael & Kreps, David M., 1979. "Martingales and arbitrage in multiperiod securities markets," Journal of Economic Theory, Elsevier, vol. 20(3), pages 381-408, June.
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    Cited by:

    1. Albrecht, Peter, 2003. "Risk based capital allocation," Papers 03-02, Sonderforschungsbreich 504.

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