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Proyecto

Modelo de Asset Allocation en empresa de seguros

Una Compañia de Seguros a modo de consultoría nos solicito proponer esquemas eficientes para la inversión del portafolio de reservas. Dicha consultoría actualmente sigue vigente por mas de 20 meses

Enfoque

Proponemos un esquema usando el Modelo de Asset Allocation con ello buscamos la mejor estrategia para que la Empresa distribuya sus inversiones en sus activos, con esto le permite suavizar algún riesgo que se puedan generar, con el objetivo de disminuir el impacto del riesgo a largo plazo.

Resultados

La Compañia de Seguros cuenta con una herramienta la cuál realiza una proyección de rendimientos del portafolio para evaluar el riesgo que puede llegar a correr con sus activos.

“ Reason is, and ought to be the slave of the passions ”
David Hume
“ Every problem in the calculus of variations has a solution, provided the word solution is suitably understood ”
D. Hilbert
“ We have found that where science has progressed the farthest, the mind has but regained from nature that which the mind has put into nature. We have found a strange foot–print on the shores of the unknown ”
Eddington
“ Applied mathematics is not a definable scientifc field but a human attitude ”
Courant
“ The simplicities of natural laws come through the complexities of the language we use for their expression ”
Eugene Wigne
“ The moment will come when the sun will shine only on a planet of free men, knowing only reason as their master ”
Codorcet
“ ..ten thousand years from now there can be little doubt that the most significant event of the 19th century will be judged as Maxwell’s discovery of the laws of electrodynamics ”
R. Feynman
“ Thus mathematics may be defined as the subject in which we never know what we are talking about, nor whether what we are saying is true ”
Bertrand Russell
“ Since all models are wrong the scientist cannot obtain a “correct” one by excessive elaboration. On the contrary following William of Occam he should seek an economical description of natural phenomena ”
G. Box
“ One cannot help having the gut feeling that a real understanding of our universe must somehow involve E_8 [a Lie group comprising a system of 240 vectors in 8–dimensional space] ”
Bertram Kostant
“ Just as the ability to devise simple but evocative models is the signature of the great scientist so overelaboration and overparameterization is often the mark of mediocrity ”
G. Box
“ Sometimes attaining the deepest familiarity with a question is our best substitute for actually having the answer ”
B.Greene
“ In truth mathematics can be called the Pleasure Garden of the myriad forms, the Erudite Ocean of Hundred Schools of Philosophy ”
Xu Guangpi
“ Mathematics is like sexual pleasure, orgasm, only lasting longer ”
André Weil
“ Applied mathematics is the bridge connecting pure mathematics with science and technology ”
Prager
“ In truth mathematics can be called the Pleasure Garden of the myriad forms, the Erudite Ocean of Hundred Schools of Philosophy ”
Xu Guangpi
“ I have finished a monument more lasting than bronze and higher than the royal structure of the pyramid ”
Scarf
“ Everything should be made as simple as possible, but not simpler ”
A. Einstein
“ Truth and Clarity are Complementary ”
Niels Bohr
“ It is the glory of science to be of no use…[its true aim]… is to honor of the human spirit ”
Carl Gustav Jacobi
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Modelo de Asset Allocation en empresa de seguros