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Optimizing CPPI Investment Strategy for Life Companies
Optimizing CPPI Investment Strategy for Life Companies Derives appropriate hedge ratios for CPPI strategies, taking into account discrete hedge times and market dislocations (gap risk). value at ...- 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
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Annual Meeting Session 25 Panel Discussion: Completing the Hedge
Annual Meeting Session 25 Panel Discussion: Completing the Hedge An overview of the SOA annual meeting session 154 panel discussion: the coming retirement financial crisis and how actuaries will ...- Authors: Society of Actuaries
- Date: Feb 2018
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Staff Corner
Staff Corner Article introducing a new department in the newsletter by the section's SOA staff partner. Risk appetite;Risk categories=Risk classes;Risk measurement;Risk metrics;Risk ...- Authors: Society of Actuaries
- Date: Feb 2018
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments
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Taking Stock: Are Real Returns Truly Real?
Taking Stock: Are Real Returns Truly Real? A discussion on the validity of real returns. Risk appetite;Risk categories=Risk classes;Risk measurement;Risk metrics;Risk modeling 6442483531 2/1/2018 ...- Authors: Nino A Boezio
- Date: Feb 2018
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Risk measurement - Finance & Investments