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Internal capital models and replicating portfolio : appointed Actuary Symposium

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<title>Internal capital models and replicating portfolio</title>
<subTitle> : appointed Actuary Symposium</subTitle>
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<name type="personal" usage="primary" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20100061916">
<namePart>Wong, Ka-Man</namePart>
<nameIdentifier>MAPA20100061916</nameIdentifier>
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<typeOfResource>text</typeOfResource>
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<place>
<placeTerm type="code" authority="marccountry">usa</placeTerm>
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<issuance>monographic</issuance>
<place>
<placeTerm type="text">S.l.]</placeTerm>
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<publisher>Watson Wyatt</publisher>
<dateIssued>2008</dateIssued>
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<languageTerm type="code" authority="iso639-2b">eng</languageTerm>
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<abstract displayLabel="Summary">The need for an internal capital model -- Importance of management information (MI) -- The next evolution, replicating portfolios -- One definition of replicating portfolios -- An alternative definition -- Benefits and use -- How do you derive a replicating portfolio? -- A simplified example -- How to select the asset suite? -- Assum the perfect RP is "found" -- Limitations of replicating portfolios -- In summary -- Enhance your ICM and improve MI</abstract>
<note type="statement of responsibility">Ka-Man Wong</note>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20100061138">
<topic>Replicación de activos y pasivos</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080614508">
<topic>Instrumentos financieros</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080586294">
<topic>Mercado de seguros</topic>
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<topic>Procesos estocásticos</topic>
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<topic>Gerencia de riesgos</topic>
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<topic>Gestión financiera</topic>
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