This is a summary of the main topics and findings from the Swiss Risk and Insurance Forum 2017. That event gathered experts from academia, insurance industry, regulatory bodies, and consulting companies to discuss past and current developments as well as future perspectives in dealing with asset-liability management for long-term insurance business. Topics include valuation, innovations in insurance products, investment, and modelling aspects
This thesis aims at contributing to the study of the valuation of insurance liabilities and the mana...
This contribution analyses the implications of two major determinants influencing the asset allocati...
The life annuity business is heavily exposed to longevity risk. Risk transfer solutions are not yet ...
This is a summary of the main topics and findings from the Swiss Risk and Insurance Forum 2017. That...
The model, by using the option theory, determines the fair value of the insurance life policies with...
In recent years, the techniques known as asset and liability management (ALM) have become a cornerst...
The classical approach to manage insurance risk consists in selling a sufficiently large number of p...
The key objective of insurance company on money management is asset liability management, as policy ...
This paper evaluates the solvency of a portfolio of assets and liabilities of an insurer subject to ...
This study focuses on the management of the three most challenging topics life insurers in Taiwan cu...
The objective of this paper is to contribute to a better understanding of the driving forces of a li...
The objective of most US institutions with assets to invest is to fund some sort of liability, as is...
The insurance industry works on ‘The law of large numbers’ for calculating the premiums for each pol...
This contribution analyses the implications of two major determinants influencing the asset allocati...
This is the third edition of this well-received textbook, presenting powerful methods for measuring ...
This thesis aims at contributing to the study of the valuation of insurance liabilities and the mana...
This contribution analyses the implications of two major determinants influencing the asset allocati...
The life annuity business is heavily exposed to longevity risk. Risk transfer solutions are not yet ...
This is a summary of the main topics and findings from the Swiss Risk and Insurance Forum 2017. That...
The model, by using the option theory, determines the fair value of the insurance life policies with...
In recent years, the techniques known as asset and liability management (ALM) have become a cornerst...
The classical approach to manage insurance risk consists in selling a sufficiently large number of p...
The key objective of insurance company on money management is asset liability management, as policy ...
This paper evaluates the solvency of a portfolio of assets and liabilities of an insurer subject to ...
This study focuses on the management of the three most challenging topics life insurers in Taiwan cu...
The objective of this paper is to contribute to a better understanding of the driving forces of a li...
The objective of most US institutions with assets to invest is to fund some sort of liability, as is...
The insurance industry works on ‘The law of large numbers’ for calculating the premiums for each pol...
This contribution analyses the implications of two major determinants influencing the asset allocati...
This is the third edition of this well-received textbook, presenting powerful methods for measuring ...
This thesis aims at contributing to the study of the valuation of insurance liabilities and the mana...
This contribution analyses the implications of two major determinants influencing the asset allocati...
The life annuity business is heavily exposed to longevity risk. Risk transfer solutions are not yet ...