Archive

• Quantum computing shows potential for insurers' asset-liability management

  09 August 2021

  Optimisation challenges can be solved in the blink of an eye, say actuaries

• MA optimisation: the experience at LV=

  06 July 2017

  The matching adjustment (MA) is a vital element of the Solvency II package to annuity underwriters, but making the most of it is challenging. In this article, James Sharpe, developer of optimisation tool OptiMA, and Ed Rayson of insurer LV=, describe how MA benefits have been improved in practice

• Optimising hypothecation in matching adjustment portfolios

  28 April 2016

  Creating the best possible matching adjustment portfolio involves many aspects. James Sharpe explains the difference that optimal hypothecation can make