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  • Optimizing CPPI investment strategy for life insurance
    Optimizing CPPI investment strategy for life insurance Constant Proportion Portfolio Insurance (CPPI) performance is assessed on realistic assumptions and dynamic strategies to mitigate the ...

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    • Authors: Saad Mouti, Aymeric Kalife
    • Date: Oct 2018
    • Competency: Results-Oriented Solutions>Assess decision effectiveness; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Product Matters!
    • Topics: Finance & Investments>Investment strategy - Finance & Investments; Life Insurance>Product development - Life Insurance
  • Optimizing CPPI Investment Strategy for Life Companies
    Optimizing CPPI Investment Strategy for Life Companies Derives appropriate hedge ratios for CPPI strategies, taking into account discrete hedge times and market dislocations (gap risk). value at ...

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    • Authors: Aymeric Kalife, Saad Mouti
    • Date: Aug 2018
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risks & Rewards
    • Topics: Annuities>Variable annuities; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
  • Hedge Your Bets
    Hedge Your Bets Insurance companies use derivatives to manage and mitigate risks that are inherent in their investment or liability portfolios, including traditional asset/liability matching, ...

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    • Authors: Aymeric Kalife, Saad Mouti
    • Date: Feb 2016
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: The Actuary Magazine
    • Topics: Enterprise Risk Management>Risk appetite; Finance & Investments>Derivatives
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