de
{{ search | replaceEmpty }}

Optimizing Replicating Portfolios for the Life Insurance Industry

Optimizing Replicating Portfolios for the Life Insurance Industry

AutorK. Schmedders, M. Adelmann, L. Fernandez Arjona, J. Mayer
Datum3. Okt. 2016
KategorieRoundups
Optimizing Replicating Portfolios for the Life Insurance Industry

In life insurance, replicating portfolios (RPs) serve multiple purposes including compliance with Solvency II. A new paper reveals how one major insurer has made one particular RP optimization approach an integral part of its risk management efforts.

 

Read the full version in English

Swiss Finance Institute - Genf

Universität Genf
42, Bd du Pont d`Arve
CH-1211 Genf 4

Tel: +41 22 379 84 71
Fax: +41 22 379 84 77
E-Mail: research@sfi.ch
  phd@sfi.ch

Swiss Finance Institute - Zürich

Walchestrasse 9
CH-8006 Zürich

Tel: +41 44 254 30 80
Fax: +41 44 254 30 85
E-Mail: info@sfi.ch

Menu

© Swiss Finance Institute Stiftung
de