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Optimizing CPPI investment strategy for life insurance
Optimizing CPPI investment strategy for life insurance Constant Proportion Portfolio Insurance ... realistic assumptions and dynamic strategies to mitigate the so-called ”gap risk”. Risk measurement;Portfolio ...- 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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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