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Internal capital models and replicating portfolio : appointed Actuary Symposium

Recurso electrónico / electronic resource
Registro MARC
Tag12Valor
LDR  00000nam a22000004b 4500
001  MAP20100096697
003  MAP
005  20101122175027.0
008  101122s2008 usa|||| ||| ||eng d
040  ‎$a‎MAP‎$b‎spa
084  ‎$a‎212
1001 ‎$0‎MAPA20100061916‎$a‎Wong, Ka-Man
24500‎$a‎Internal capital models and replicating portfolio‎$b‎ : appointed Actuary Symposium‎$c‎Ka-Man Wong
260  ‎$a‎[S.l.]‎$b‎Watson Wyatt‎$c‎2008
520  ‎$a‎The 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
650 1‎$0‎MAPA20100061138‎$a‎Replicación de activos y pasivos
650 1‎$0‎MAPA20080614508‎$a‎Instrumentos financieros
650 1‎$0‎MAPA20080586294‎$a‎Mercado de seguros
650 1‎$0‎MAPA20080603120‎$a‎Procesos estocásticos
650 1‎$0‎MAPA20080591182‎$a‎Gerencia de riesgos
650 1‎$0‎MAPA20080585563‎$a‎Gestión financiera