Gestión del riesgoinmunización versus réplica de carteras
- Iturricastillo Plazaola, Iván
- Peña Esteban, Joseba Iñaki de la
- Moreno Ruiz, Rafael
- Trigo Martínez, Eduardo
ISSN: 0534-3232
Year of publication: 2014
Issue: 20
Pages: 53-82
Type: Article
More publications in: Anales del Instituto de Actuarios Españoles
Abstract
This paper compares two methods that, in theory, allow the generation of portfolios without risk. This comparison will take into account their effectiveness, advantages and disadvantages when managing risk. These techniques are a critical part of the supply of risk management tools, and the actuary needs to have an informed opinion on what possibilities, advantages and disadvantages that has each strategy
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