Economic neutral position: how to best replicate not fully replicable liabilities? (Q2656988)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Economic neutral position: how to best replicate not fully replicable liabilities? |
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Economic neutral position: how to best replicate not fully replicable liabilities? (English)
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17 March 2021
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risk measure
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risk minimal asset allocation
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incomplete markets
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Gram-Charlier series
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Cornish-Fisher quantile approximation
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Solvency II
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market risk
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replicating portfolio
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