Insurance Risk - Vol 6/no 1
Inflation hedging: How the Dutch pension sector is moving its focus from nominal to real liabilities
The Dutch pension sector has long-held a focus on nominal liabilities but both schemes and regulators are investigating whether a move to assessing real liabilities would be a step forward.
Understanding policyholder behaviour is crucial to the success of ALM and replicating portfolio strategies
Born of interest rate volatility, dynamic policyholder behaviour is a variable no insurer can afford to ignore – yet modelling it is problematic. How are companies adapting to the new market conditions?
An interview with Gabriel Bernardino, chairman of Ceiops
The emergence of market-consistent embedded value has proved challenging for insurance traditionalists, but Tom Wilson, chief risk officer of Allianz, argues that not only has it provided an accurate reflection of shareholder value in the recent volatile…