Minimizing market impact of hedging insurance liabilities within risk appetite constraints

• Aymeric Kalife,
• Saad Mouti,
• Xiaolu Tan

Affiliations

Aymeric Kalife

Head of saving AXA Group Risk Management, Adjunct Professor at University of Paris Dauphine

Saad Mouti

Ph.D., Pierre and Marie Curie University

Xiaolu Tan

Assistant Professor at Ceremade University of Paris Dauphine