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Optimizing CPPI investment strategy for life insurance
assessed on realistic assumptions and dynamic strategies to mitigate the so-called ”gap risk”. Risk measurement;Portfolio ... measurement;Portfolio Management;Market risk;Investment risk;Investment strategy 6442484505 10/1/2018 12:00:00 ...- 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
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Hedge Your Bets
asset/liability matching, dynamic hedging and static hedging. The authors explore how Solvency II will influence life ... hedging strategies. Hedging;Derivatives;Solvency II;Risk appetite 6442466932 2/1/2016 12:00:00 AM ...- 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