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Sharpe decision

Recurso electrónico / Electronic resource
MAP20200028697
Jiang, Ziling
Sharpe decision / Ziling Jiang
Sumario: Insurance companies often find it difficult to judge the relative usefulness' of a proposed new investment. Risk-adjusted return' is probably the most familiar concept, but is often calculated from an asset-only perspective. Another one is the return on regulatory capital', but it tends to punish equities and promote an artificially high solvency ratio at the expense of long-term growth
En: The Actuary : the magazine of the Institute & Faculty of Actuaries. - London : Redactive Publishing, 2019-. - 01/09/2020 Número 8 - septiembre 2020 , p. 36-37
1. Mercado de seguros . 2. Empresas de seguros . 3. Rendimiento . 4. Inversiones . 5. Solvencia . I. Título.