The value of integrative risk management for insurance products with guarantees

Andrea Consiglio, Flavio Cocco, Stavros A. Zenios

Risultato della ricerca: Articlepeer review

21 Citazioni (Scopus)

Abstract

Insurance liabilities are converging with capital markets products (e.g. derivatives and securitizations), thereby increasing the demand for integrated asset and liability management strategies. This article compares the value-added by an integrative approach-based on scenario optimization modelling-relative to traditional risk management methods. The authors present some examples of products offered by the insurance industry in Italy, and apply the results of the analysis to the design of competitive insurance policies. © Emerald Backfiles 2007.
Lingua originaleEnglish
pagine (da-a)6-16
Numero di pagine11
RivistaJournal of Risk Finance
Volume2
Stato di pubblicazionePublished - 2001

All Science Journal Classification (ASJC) codes

  • Finance

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