1
-
5
of
5
results (0.41 seconds)
Sort By:
-
Concurrent Session 3A:The Market Impact of Dynamic Hedging on Hedging Program Performance
Concurrent Session 3A:The Market Impact of Dynamic Hedging on Hedging Program Performance Insurance ... Insurance companies utilize derivatives in a variety of ways to manage and mitigate risks that are inherent in ...- Authors: Larry Zhao, Oksana Cherniavsky, Aymeric Kalife
- Date: Feb 2018
- Competency: External Forces & Industry Knowledge>External forces and business performance; Professional Values>Ethical standards; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Derivatives; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
-
Optimizing CPPI investment strategy for life insurance
Optimizing CPPI investment strategy for life insurance Constant Proportion Portfolio ... dynamic strategies to mitigate the so-called ”gap risk”. Risk measurement;Portfolio Management;Market risk;Investment ...- 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
-
Hedge Your Bets
Hedge Your Bets Insurance companies use derivatives to manage and mitigate risks ... asset/liability matching, dynamic hedging and static hedging. The authors explore how Solvency II will influence life ...- 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
-
Managing Investment and Liquidity Risks Within Nonfundamental Market Sell-off and Volatility Feedback Loops: A Market Impact Perspective
Strategies for Life Insurance Products in a Changing Economic Environment” By Gabriella Piscopo 18 Sustainable ... Investment Section Members By Hal Pedersen 34 The Bulletin Board 35 Crossword Puzzle: Big Data By ...- Authors: Aymeric Kalife
- Date: Mar 2019
- Publication Name: Risks & Rewards
- Topics: Finance & Investments; Life Insurance
-
Optimizing CPPI Investment Strategy for Life Companies
alternatives to traditional unit- linked products because the former offer a guaranteed minimum return, such as ... also offer high potential returns whilst lim- iting the downside risk by implementing a dynamic allocation ...- 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