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Stochastic Analysis of the Interaction Between Investment and Insurance Risks. Fellowship Credit Research Paper
Stochastic Analysis of the Interaction Between Investment and Insurance Risks. Fellowship Credit Research Paper This is a Fellowship Credit Research Paper. A portfolio of different insurance ...- Authors: Gary Parker
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Life Insurance>Investment strategy - Life Insurance
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Optimal Hedge Ratio and Hedge Efficiency: An Empirical Investigation of Hedging in Indian Derivatives Market
Optimal Hedge Ratio and Hedge Efficiency: An Empirical Investigation of Hedging in Indian Derivatives Market This paper explores Indian futures and options market as a market for hedging by ...- Authors: Svd Nageswara Rao, Sanjay Kumar Thakur
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Dynamic Spanning of Contingent Claims
Dynamic Spanning of Contingent Claims In this paper we discuss the link between the price of a contingent claim and its replicating strategies. We compute the replicating strategies for some ...- Authors: Hal Warren Pedersen
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Effects of Integrated Risk Management on Mean and Variance of Cost Efficiency of Property/Liability Insurance Industry
Effects of Integrated Risk Management on Mean and Variance of Cost Efficiency of Property/Liability Insurance Industry This paper uses the property-liability insurance companies as a research ...- Authors: Min-Ming Wen, Hong-Jen Lin
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Portfolio management - Finance & Investments
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Risk Capital Decomposition for a Multivariate Dependent Gamma Portfolio
Risk Capital Decomposition for a Multivariate Dependent Gamma Portfolio Recently, there has been growing interest among insurance and investment experts to focus on the use of a tail conditional ...- Authors: Edward Furman, Zinoviy Landsman
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Credit Portfolio Optimization under Condition of Multiple Credit Transition Metrics
Credit Portfolio Optimization under Condition of Multiple Credit Transition Metrics This paper discusses both the theoretical and the application aspects of stress testing in managing enterprise ...- Authors: Min Jie (Helen) Han
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Natural Hedging of Life and Annuity Mortality Risks
Natural Hedging of Life and Annuity Mortality Risks The values of life insurance and annuity liabilities move in opposite directions in response to a change in the underlying mortality. Natural ...- Authors: Samuel Cox, Yijia Lin
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Portfolio management - Finance & Investments