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Efficient Capital Allocation through Optimization
Efficient Capital Allocation through Optimization In this paper, we formulate the Capital ... mix of business that maximizes an insurance company’s Expected Net After Tax Income subject to a constraint ...- Authors: Romel G Salam
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM