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Insights

Tuesday, October 17, 2017

New article on risk neutral valuation in the international journal Applied Mathematical Finance

The article “On the modelling of nested risk-neutral stochastic processes with applications in insurance” has been published in the journal Applied Mathematical Finance. This research article focuses on the robust calibration of risk neutral models and integration in a real world scenario set.

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Friday, September 29, 2017

Interactive business cycle chart

Business cycles are one of the defining characteristics of realistic market behaviour (“stylized facts”) in asset prices, yield curves and volatilities, as well as in the broader macro-economic environment.

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Monday, September 25, 2017

Ortec Finance expands global presence with new Hong Kong office

Ortec Finance, expert provider of investment decision technology and solutions, today announced their continued global expansion with a new office in Hong Kong. The office will officially open in October 2017 with Mark Hoogendijk taking up position as Managing Director.

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Wednesday, August 16, 2017

Ortec Finance Quarterly Outlook June 2017

Please read our most recent Quarterly Outlook, based on our scenario approach applied to all information available at the end of June 2017.

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Tuesday, August 8, 2017

Dynamic lifecycle investment

With the upcoming new pension scheme, in which fewer risks will be shared, lifecycle investing will become more prominent in the coming years. The idea of lifecycle investing is that the older you get, the more low-risk investments you make. The most familiar example of lifecycle investing is Bogle’s rule, which recommends that the percentage of your high-risk investment equals 100% minus your age. Thus, a 20-year old invests 80% in shares and someone who retires at the age of 67 only 33%.

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Thursday, April 6, 2017

EIOPA published new UFR methodology

On April 5, EIOPA, the European Insurance and Occupational Pensions Authority, published its new methodology to derive the Ultimate Forward Rate (UFR) for European insurers.

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Wednesday, March 29, 2017

Bring clarity to your risk management

Over the last couple of years insurers have been extremely busy. The prevailing market conditions are quite challenging. Technological developments and changes in consumer preferences also continue to have an impact on your company’s business model.

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Tuesday, February 21, 2017

Improving the risk return trade-off of your investments

Fundamental changes in the economic environment have led to a shift in focus of strategic investment policy and risk management. Instead of strictly long-term thinking the emphasis these days is more on a combination of long and short-term perspectives.

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Tuesday, February 21, 2017

Investment Consulting

Asset management is one of the most important focus areas for insurers and pension funds. It involves important decisions such as the strategic asset allocation (SAA) and interest rate hedging, but also implementation aspects such as benchmark selection and construction of mandates. With an independent advice from Ortec Finance on these and other topics you can hire sophisticated external expertise and ensure that there is consistency between strategy and implementation.

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Tuesday, January 24, 2017

UFR

The Ultimate Forward Rate (UFR) remains a matter of constant concern. The UFR is used in the valuation of pension and insurance liabilities. In the Netherlands a different UFR is used for pension funds than for insurers.

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