FOR 5583: TP 1 Modeling regulatory uncertainty in financial decisions with applications to taxation and insurance
Overview
In this project, we focus on the fundamentals of asset allocation in selected regulated markets and institutions. We interpret regulatory uncertainty as model ambiguity in mathematical models of asset allocation problems and use concrete applications in taxation and insurance, as two prominent examples of regulatory uncertainty, to show theoretically how regulatory uncertainty affects financial decisions.
German:
In diesem Projekt analysieren wir regulatorische Unsicherheit als Modellambiguität in mathematischen Modellen für sogenannte Asset Allocation Probleme. Anhand konkreter Anwendungen aus der Besteuerung und von Versicherungen zeigen wir theoretisch, wie sich Regulierungsunsicherheit auf finanzielle Entscheidungen, d.h. z.B. Investitionsentscheidungen, auswirken.
Key Facts
- Keywords:
- Regulatory uncertainty , financial decisions , asset allocation , regulated markets , regulated institutions , taxation , insurance
- Grant Number:
- SU 501/8-1
- Project type:
- Forschung
- Project duration:
- 01/2026 - 12/2029
- Funded by:
- Deutsche Forschungsgemeinschaft (DFG)
More Information
Funded by:
