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: | ![]() | |
Groepen | Alle bezoekers | |
Onderwerpen |
Methoden en Technieken Fair Value Waarderen |