Fads and Fallacies in Asset Liability Management for Life Insurance

We shall examine the principles behind contemporary approaches to insurance risk management. Furthermore, we shall consider various methodologies, some successful, that have been or are currently employed to implement those principles. We shall illustrate these with several specific studies that show the identification, using simulation, of close-to-optimal investment strategies.

• Type: Conference
• Year: 2004
• Where: WSC
• Authors: Graham Lord
• Keywords: Close-to-optimal Investment Strategies, Contemporary Approaches, Insurance Risk Management, Modeling And Simulation, WSC 2004