1
-
3
of
3
results (0.48 seconds)
Sort By:
-
Hedge Your Bets
Hedge Your Bets Insurance companies use derivatives to manage and mitigate risks that are inherent ... passes. CONCLUSION Within the mark-to-market valuation framework under Solvency II, the size of hedging ...- Authors: Aymeric Kalife, Saad Mouti
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Risk appetite; Finance & Investments>Derivatives
-
Optimizing CPPI investment strategy for life insurance
Optimizing CPPI investment strategy for life insurance Constant Proportion Portfolio Insurance ... reflect the requirements and risk appetites of individual investors. From the point of view of the provider ...- Authors: Saad Mouti, Aymeric Kalife
- Date: Oct 2018
- Competency: Results-Oriented Solutions>Assess decision effectiveness; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Product Matters!
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Life Insurance>Product development - Life Insurance
-
Optimizing CPPI Investment Strategy for Life Companies
Optimizing CPPI Investment Strategy for Life Companies Derives appropriate hedge ratios for ... reflect the requirements and risk appetites of individual investors. From the point of view of the provider ...- Authors: Aymeric Kalife, Saad Mouti
- Date: Aug 2018
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments