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

Publicação: [S.l.] : Watson Wyatt, 2008Notas: 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 MIMateria / lugar / evento: Replicación de activos y pasivos Instrumentos financieros Mercado de seguros Procesos estocásticos Gerencia de riesgos Gestión financiera Outras classificações: 212