We treat the bouquet of reinsurance treaties and the induced counterparty default risk for a primary insurer as similar to an investment portfolio. Contrary to traditional mean-variance portfolio ...
LONDON, July 14, 2025--(BUSINESS WIRE)--CyberCube, the leading cyber risk modeling and analytics business, has released the latest version of Portfolio Manager, its catastrophe model that empowers ...
Beutler, Dawson, Alex Billias, Sam Holt, Josh Lerner, and TzuHwan Seet. "Takahashi-Alexander Revisited: Modeling Private Equity Portfolio Outcomes Using Historical Simulations." Journal of Portfolio ...
Modeling counterparty risk is computationally challenging because it requires the simultaneous evaluation of all trades between each counterparty under both market and credit risk. We present a ...
So we’ve been in a bear market for three years, and to compensate, you no longer talk about averaging high double-digit future returns. Dropping back to say, a more moderate eight per cent should ...
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