Centro de Documentacion de Fundación MAPFRE - Replicating portfolios : an introduction : analysis and illustrations

MAP20100095119

Replicating portfolios : an introduction : analysis and illustrations / prepared by Peter Boekel... [et al.]. — Seattle [etc.] : Millan, 2009

(Milliman Research Report)

Sumario: Replicating portfolios -- Link with risk management -- How to derive the replicating portfolio -- Limitations of replicating portfolios -- Cluster modelling: an alternative to replicating portfolios? -- The holistic relationship of replicating portfolios and cluster modelling -- Examples

1. Replicación de activos y pasivos . 2. Activos financieros . 3. Cartera de seguros . 4. Gerencia de riesgos . I. Boekel, Peter . II. Milliman Research Report . III. Title.