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November 2007
Insurance & Financial Services Review contains articles on business and technical matters affecting life insurance and general insurance companies in the UK and continental Europe. |
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Introduction
more
Replicating portfolios
Constructing notional asset
portfolios to model liabilities more
GLMs: a new perspective
on complex stochastic
ALM models
Quick closed-form solutions
more
Building a value
management framework
Rewarding management
the right way more
Calculating non-linearity in
an ICA: the killer scenario
A new approach to the
non-linearity problem
more
Variable annuities –
modelling and hedging
How to model and manage
the major risks more
Variance reduction techniques
More effective
stochastic projections more
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