An investigation into the determinants of Investment strategy of UK with-profit life office
LI, BO (2008) An investigation into the determinants of Investment strategy of UK with-profit life office. [Dissertation (University of Nottingham only)] (Unpublished)
This research investigates the investment strategy of UK life offices that have with-profit businesses since the launch of the new regime by Financial Services Authority. A number of determinants of investment strategy are identified and tested over the period of 2005 to 2007 after the launch of the new regime: nature of liability, financial strength, firm size, organizational form and close to new business. Standard multiple regression is used to run the variance of investment activities that explained by the above independent variables. Dependent variables are classified as EBR, PBR, EPBR, BBR, OBR, Non-approved bond ratio and weighted average credit rating index (WACR).
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