Personal tools

SimIns for Asset Liability Management

SimIns workflow

SimIns is a state-of-the-art modeling tool for Asset Liability Management (ALM) / Dynamic Financial Analysis (DFA) in the spirit of Basel II and Solvency II. SimIns has been developed in co-operation with the Swedish Insurance Federation through the Swedish Society for Applied Mathematics STM.

RoPOX for Robust Portfolio Optimization

RoPOX scenario

RoPOX is an Excel plug-in for computing optimal portfolio weights and judging portfolio stability. The new technology aims at avoiding the problems of classical optimal portfolio strategies which, when applied with parameters estimated from data, results in associated portfolio weights becoming unstable and volatile.

About us

Reliability AND Risk MANAGEMENT

Through our partners we cover uncertainty and risk in a broad sense. The basic tool is mathematical statistics including stochastic process theory. We concentrate on two application areas:

We co-operate closely with Chalmers Risk, Reliability, and Quality, ITWM Dynamics and Durability, ITWM Financial Mathematics,  and SP Technical Research Institute of Sweden.