Internal capital models and replicating portfolio : appointed Actuary Symposium

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<rdf:Description>
<dc:creator>Wong, Ka-Man</dc:creator>
<dc:date>2008</dc:date>
<dc:description xml:lang="es">Sumario: 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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/127176.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:publisher>Watson Wyatt</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Replicación de activos y pasivos</dc:subject>
<dc:subject xml:lang="es">Instrumentos financieros</dc:subject>
<dc:subject xml:lang="es">Mercado de seguros</dc:subject>
<dc:subject xml:lang="es">Procesos estocásticos</dc:subject>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:subject xml:lang="es">Gestión financiera</dc:subject>
<dc:type xml:lang="es">Books</dc:type>
<dc:title xml:lang="es">Internal capital models and replicating portfolio : appointed Actuary Symposium</dc:title>
</rdf:Description>
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