We consider the issue of optimizing an insurance company's asset allocation in the context of portfolio theory when the firm needs to adhere to the market risk capital requirements of Solvency II. The discussion starts with a brief review of the standard formula and the introduction of a...

We take a detailed look at the current InsurTech landscape from the angle of the academic management literature. Our main goals are to establish a common understanding of key concepts, to facilitate the navigation of this rapidly evolving sector, and to provide an intuitive toolkit for an...

Established risk-adjusted investment performance measures such as the Sharpe, the Sortino or the Calmar Ratio have been developed with an exclusive focus on the mutual and hedge fund industries. Consequently, they are less suited for liability-driven investors such as life insurance companies,...

We take a detailed look at the current InsurTech landscape from the angle of the academic management literature. Our main goals are to establish a common understanding of key concepts, to facilitate the navigation of this rapidly evolving sector, and to provide an intuitive toolkit for an...