For decades, investors have sought to combine the flexibility of stochastic scenario modeling with the efficiency of closed-form optimizers, especially for complex objectives like PVDE.
Ortec Finance’s new Scenario-Based Machine Learning (SBML) approach addresses this, using AI to optimize nearly any risk-return objective within a stochastic framework. By training an “AI investment agent” on thousands of simulated scenarios, SBML identifies high-performing portfolios that traditional methods might miss.
This whitepaper dives into how AI is revolutionizing scenario analysis techniques, transforming the stochastic scenario approach—a backbone of investment decision-making for decades—and enabling smarter, faster, and more strategic decisions across industries like pensions, private wealth, and insurance.
Download the whitepaper ‘How AI can help manage insurance portfolios’
To request a copy, please provide your details below and a member of our team will be in touch.
Contact
Hamish Bailey
Managing Director UK, Head of Insurance & InvestmentRelated Insights
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18 December 2024Climate change could erode Canadian pension fund returns by 44%Ortec Finance releases inaugural Canada pension fund climate risk report, analyzing the average portfolio allocation of the Top 30 pension funds in Canada by AUM
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17 December 2024Climate risk assessment – Top 30 Canadian pension fundsDiscover how climate change impacts the top 30 Canadian pension funds through an analysis of their climate risk exposure, using Ortec Finance Climate Scenarios.
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17 December 2024Assessing the climate risk exposure of pension funds and insurance companies worldwideAccess a series of Ortec Finance reports to examine how climate risk exposure and resilience vary among pension funds and insurance companies worldwide
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16 December 2024Climate risk assessment – Top 30 US pension fundsDiscover how climate change impacts the US pension fund industry through an analysis of their climate risk exposure, using Ortec Finance Climate Scenarios
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11 December 2024Climate risk assessment – Top 30 UK pension fundsDiscover how climate change impacts the top 30 UK pension funds through an analysis of their climate risk exposure, using Ortec Finance Climate Scenarios.
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11 December 2024UK pension fund investment returns could reduce by 30% in a high warming stress scenarioOrtec Finance releases inaugural UK pension fund climate risk report, analyzing the average portfolio allocation from the Top 30 pension funds by AUM
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09 December 2024Climate risk assessment – European pension fundsLearn how climate change impacts European pension funds, via an analysis on a reference portfolio that represents their average asset allocation.