Insurance Risk/Technical paper
Dynamic optimisation for investors
Technical papers
Pricing basis risk in survivor swaps
Technical papers
Risk Sharing - Constructing sustainable pensions
Technical papers
Dynamic asset allocation
Technical papers
Modelling pensioner longevity
Technical papers
Equity risk at the horizon
Technical papers
Replicating embedded options
Cutting edge embedded options
Embedded Options - Building bridges
Technical papers
A matter of attitude
Technical papers
Understanding longevity bonds
Cutting edge: longevity bonds
A fair-value enterprise
Cutting Edge: Liability management
The price of mortality
Cutting Edge: Mortality Assumptions
Margining insurance liabilities
Cutting edge: Solvency II
Inflation swaps - Mechanics of inflation swaps
Inflation swaps can reduce the complexity of hedging calculations in liability-driven investment. But is this tool really suitable for corporate pension funds?
The theory of LDI
Liability Driven Investments
A standard practice?
Cutting Edge: Solvency risk
Calibrating inflation
Cutting Edge: Inflation Models
The expectation game
Cutting Edge: Life Insurance
Pricing risk on longevity bonds
Cutting edge: Longevity bonds
The 'benefits' of smoothing
Cutting Edge: Economic Capital