Hervé Andrès

We show how dynamic hedging of registered indexed-linked annuities can often reasonably predict resulting profit or loss.

Increasing use of stochastic economic scenarios for valuation of liabilities has put more pressure on the operational process of carriers, but the RNG can help.

Challenges for companies in the alternative asset space include building an internal model and accounting for regulatory treatment for capital set aside.

We describe a recent realistic modelling approach of equity volatility that offers advantages when using real world economic scenarios to analyze balance sheets.

Learn why the best economic scenario generator solution provides the choice of different methods and what challenges real world models pose.

We explore a new methodology to show lower equity shocks, since stock markets are mean-reverting and insurers hold equities for the long-term.