Sumários

ALM

24 Setembro 2021, 08:30 Walther Neuhaus

IFRS 17

Short presentation of project


ALM

23 Setembro 2021, 10:00 Walther Neuhaus

Mean Variance Analysis: Asset allocation with liability hedge

Intro to IFRS 17


ALM

22 Setembro 2021, 08:30 Walther Neuhaus

Dynamic Financial Analysis, overall structure

Cost of capital pricing
"ALM gone wrong"
Mean Variance Analysis: Asset allocation


ALM

21 Setembro 2021, 08:00 Walther Neuhaus

Alternative Risk Capital


ALM

20 Setembro 2021, 11:30 Walther Neuhaus

ART

Reinsurance example (simulation)