Essays about: "Alva Happe"

Found 1 essay containing the words Alva Happe.

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

    University essay from Linköpings universitet/Produktionsekonomi

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

    Abstract : 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. READ MORE