Abstract

In recent years, many insurers have done significant work on their asset-liability management (ALM). Many life insurers have very sophisticated models of their assets and liabilities, although often the focus of these has not been on operational ALM and about the use of models to improve the investment strategy of the companies, but rather on longer-term projections for MCEV or economic capital. Therefore, it seems timely to discuss what advances can be made in the area of dynamic asset liability management.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.