Analysis

Zurich looks to boost real estate portfolio

Alessandro Bronda, Zurich's real estate investment strategist, tells Marc Jones why the asset class is performing well and why it is an important part of the insurer's overall portfolio.

Phoenix's Vidur Bahree: putting the house in order

Instilling fresh thinking into the asset strategies of legacy insurers while navigating the global financial crisis has occupied Vidur Bahree for the best part of a decade. He tells Christopher Cundy about the ups, downs and turnarounds.

Alternative assets move up the London market billing

With the London market likely to soften further in 2015, insurers will increasingly have to look beyond underwriting returns to make a profit, with many expected to revise asset strategies. Christopher Cundy explores

Fathoming out inflation hedges

The UK has set out a scenario for economic development that could lead to insurers and pension funds taking on a huge amount of inflation risk. Christopher Cundy reports

The art of asset allocation

Creating an asset allocation policy is only the first step in an insurer's asset management business. Getting the policy implemented is a whole separate challenge. Julian Temes, head of strategy implementation at Zurich, talks to Sarfraz Thind about the nitty gritty of execution.

Revisiting replicating portfolios

The benefits of using orthogonal calibration with principal component analysis of the candidate assets when calibrating a replicating portfolio are explained by Alexey Botvinnik, Dr Mario Hoerig, Dr Florian Ketterer, Alexander Tazov and Florian Wechsung