BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Mathematical Finance - ECPv5.7.0//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:Mathematical Finance
X-ORIGINAL-URL:https://www.math.ttu.edu/mathematicalfinance
X-WR-CALDESC:Events for Mathematical Finance
BEGIN:VTIMEZONE
TZID:America/Chicago
BEGIN:DAYLIGHT
TZOFFSETFROM:-0600
TZOFFSETTO:-0500
TZNAME:CDT
DTSTART:20240310T080000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:-0500
TZOFFSETTO:-0600
TZNAME:CST
DTSTART:20241103T070000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTART;TZID=America/Chicago:20240913T140000
DTEND;TZID=America/Chicago:20240913T150000
DTSTAMP:20260418T113546
CREATED:20240729T183816Z
LAST-MODIFIED:20240729T195839Z
UID:1488-1726236000-1726239600@www.math.ttu.edu
SUMMARY:Optimal Portfolios with Sustainable Assets - Aspects for Life Insurers
DESCRIPTION:Speaker: Prof. Ralf Korn\, Dept. of Mathematics\, RPTU Kaiserslautern-Landau\nAbstract: Since August 2022 customers have to be asked if they are interested in sustainable investment when entering a pension contract. Hence\, the provider has to be prepared to offer suitable investment opportunities. Further\, the provider has to manage the new risks and chances of those assets in the whole portfolio. We therefore especially look at possible consequences for optimal portfolio decisions of a life insurer and suggest modeling approaches for the evolution of the demand and the sustainability ratings for sustainable assets. We will solve various portfolio problems under sustainability constraints explicitly and suggest further research topics. As a special feature for a life insurer\, we particularly look at the role of the actuarial reserve fund and the annual declaration of its return.
URL:https://www.math.ttu.edu/mathematicalfinance/event/optimal-portfolios-with-sustainable-assets-aspects-for-life-insurers/
LOCATION:via Zoom
CATEGORIES:Fall 2024,Seminars
ATTACH;FMTTYPE=image/jpeg:https://www.math.ttu.edu/mathematicalfinance/wp-content/uploads/2024/07/Ralf_Korn.jpg
END:VEVENT
END:VCALENDAR