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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<namePart>Wong, Ka-Man</namePart>
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<publisher>Watson Wyatt</publisher>
<dateIssued>2008</dateIssued>
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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>
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<topic>Replicación de activos y pasivos</topic>
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<topic>Instrumentos financieros</topic>
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<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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