Portfolio optimisation via replication

Filippo Della Casa and Michele Gaffo
31 Oct 2013

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

The insurance industry is preparing itself for enabling a regular monitoring of the so-called economic balance sheet for steering purposes. The vast majority of insurance companies are currently developing their internal risk models in an attempt to obtain more transparency and efficiency in managing their risk exposures. Extremely volatile financial markets and the persistent low interest rate environment create an ever stronger need for frequent and sophisticated financial analysis.

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]