The insurance tag has no wiki summary.
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Models for measuring insurance risk exposure
I've recently begun working as a quant for a large bank, and one of my first tasks will be to improve the model determining the risk exposure of their insurance portfolio. The portfolio is fairly ...
3
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Applying interest rate shocks under Solvency II
I'm trying to figure out how one would apply the stress scenarios defined under the interest rate risk sub module of Solvency II. I understand that all future cash flows of an interest rate sensitive ...
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1answer
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Risk management insurance (Solvency II / MaRisk)
I have a few different questions on topics involving an doing risk management in life insurance. If someone could shed some light on these issues, I would be very thankful.
a) How does an actuary do ...
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Portfolio insurance with a coherent risk measure (CVaR)
I would like to analysis of portfolio insurance under a coherent risk-measure method (CVaR), How can I achieve that? Is there a way to turn the problem into a linear programming problem? or to ...
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how to identify similar assets based only on a few price samples
Using quantitative finances techniques on limited information, how might one go about finding similar(highly correlated) assets whose public information is available? The only data offered on a list ...
