Investments
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Immunize Against Inflation Risk? Protecting an Insurance Portfolio Against Persistent Inflation
It is prudent to raise an alarm over the persistency of current inflation risk as part of a proactive risk management strategy. There is a chance that the current rise in inflation may subside as has happened numerous times during the past decades, but that does not preclude the need to build a robust portfolio that can withstand a more sustained and persistent inflation shock. I hereby present a framework to construct an optimal portfolio that protects investors against persistently higher inflation. -
Analysis of 2020 S&P Equity Returns and the Importance for Actuaries
During March 2020, COVID-19 concerns escalated in the U.S. and lockdown measures were announced. Market returns in March 2020 were quite extreme and choppy, alternating between days of huge gains and losses. As investors prepare for the future, it is important to understand whether these volatility surges and sharp movements are understood and captured by commonly used models. In this article, we will explore equity market performance in 2020 using the S&P 500 Total Return Index (SP500TR) and the relevant equity modeling implications.
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