1
-
2
of
2
results (0.42 seconds)
Sort By:
-
Session 74 Lecture: Strategic Asset Allocation & Derivatives: Applications to Pricing and Asset Liability Management
oftentimes requires the understanding the company's liability and a good long term view of the economy ... presenters will cover derivative from a practitioner's point of view. Derivatives are perceived as complex ...- Authors: Ken Griffin, Bogdan Ianev, Henry Yim
- Date: May 2017
- Competency: Results-Oriented Solutions
- Topics: Finance & Investments>Asset allocation
-
The Growing Demand for More Robust Economic Scenario Generators
on events of mortality, morbidity (in health or disability) or policy surrender or annuity payout. Because ... deriva- tives, or to model hedging of a variable annuity. Often, these variables and their inter-relationships ...- Authors: Ken Griffin, Hal Warren Pedersen
- Date: Aug 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management