Working Papers

Ortec Finance publishes the results of research projects in working papers and in external scientific articles and journals. Here is an overview of recent working papers.



Date Title Type
21-02-12 Life Cycle Investing Popular
16-05-11 Pricing Inflation Products with Stochastic Volatility and Stochastic Interest Rates Technical
01-05-11 ORSA and Economic Modeling Choices Applied
12-04-11 The Currency Dimension Applied
12-04-11 Funded Ratio Attribution Applied
12-04-11 Strategic Risk Management and Risk Monitoring for Pension Funds Applied
09-09-10 Comparing markets rents from a user cost and reaction model Applied
05-05-10 Impact of the Solvency II guidelines on ALM for Life insurers Applied
17-09-09 ALM and investment strategy Methodology