Insurance Risk - VOL 8/No. 2
Articles in this issue
Perturbed Gaussian copula: introducing the skew effect in co-dependence
Gaussian copula models are often used in the industry when single-asset information is quoted but little is known about their joint relation. These models may arise from correlated stochastic Brownian processes with deterministic volatility and…
American VA providers de-risk to combat market volatility
Staying steady
Economic turmoil taxes market risk models
Treading carefully
Local regulators grapple with Solvency II implementation
Local solutions
Market unrest prompts caution over commodities as diversifying asset class
Diverse strategies
Getting to grips with the Orsa challenge
The Orsa challenge
Arguments on artificial volatility dampeners must focus on fundamentals, warns Skinner
Arguments on artificial volatility dampeners must focus on fundamentals if political consensus is to be reached, warns Skinner
FSA guidance on liquidity swaps imminent following meeting with banks and insurers
FSA guidance on liquidity swaps imminent following meeting with banks and insurers
The volatility challenge
The volatility challenge
