Centro de Documentacion de Fundación MAPFRE - Internal capital models and replicating portfolio : appointed Actuary Symposium

MAP20100096697

Internal capital models and replicating portfolio : appointed Actuary Symposium / Ka-Man Wong. — [S.l.] : Watson Wyatt, 2008

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

1. Replicación de activos y pasivos . 2. Instrumentos financieros . 3. Mercado de seguros . 4. Procesos estocásticos . 5. Gerencia de riesgos . 6. Gestión financiera .