| De Actuaris: Replicating Portfolios for insurance liabilities |
| Korte beschrijving: | In this article I will discuss a recent development in the risk management of insurance companies, namely replicating portfolios for insurance liabilities. This development is a next step for improving the asset liability management of insurance companies and integrating them fully in today’s financial markets. | |
| Publicatiedatum: | 16 maart 2008 | |
| Auteur: | Schrager, D. (David) | |
| ISSN: | ||
| Gepubliceerd in: | Uitgave 15-04 | |
| URL: | ||
| Document: |  15-4-PPartSchrager.pdf (141,78 KB) | |
| Groepen | Alle bezoekers | |
| Onderwerpen |
Methoden en Technieken Fair Value Waarderen |
