22 juil. 2022Responsible Investments in Life Insurers' Optimal Portfolios under Solvency Constraints"Because of the specific nature of a life insurer's business model, the impact of the ESG level on the expected return of life insurers...
16 mai 2022Inconsistent Capital Regulation"Using variation across insurers within the same country, and across countries for the same insurance group, we show that market risk...