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Practicalities of producing and using replicating portfolios

Recurso electrónico / electronic resource
MAP20100096222
Tan, Karen
Practicalities of producing and using replicating portfolios / Karen Tan. — [Seúl : Zurich, 2009]
En port.: East Asian Actuarial Conference 2009
Sumario: Introduction to replicating portfolios -- Developing good replicating portfolios -- Example replicating portfolios -- Implementing replicating portfolios -- Summary and Q&A
1. Replicación de activos y pasivos . 2. Gestión de activos . 3. Cartera de seguros . I. East Asian Actuarial Conference (15ª: 2009: Seúl) .