.. _2_x_strategy:

.. reviewed 2022-12-24
.. NEEDS WORK

Strategy and Portfolio Management
==================================

**Objectives:** Use spectral risk measures to allocate total margin by unit.Application of the :class:`Portfolio` and  and :class:`Distortion` classes to strategy and portfolio management, including margin (capital) allocation, determining benchmark pricing within a portfolio using alternative pricing methodologies, and the evaluation of reinsurance.

**Audience:** Planning and strategy, ERM, capital modeling, risk management actuaries.

**Prerequisites:** DecL, aggregate distributions, risk measures.

**See also:**  :doc:`2_x_cat`, :doc:`2_x_capital`, :doc:`2_x_case_studies`.

**Contents:**

#. :ref:`Helpful References`
#. :ref:`strat margin alloc`

Helpful References
--------------------

* :cite:t:`PIR` chapters 14 and 15 and references therein.

.. _strat margin alloc:

Margin Allocation Using Spectral Risk Measures
-------------------------------------------------------

.. todo::

    Documentation to follow. In the meantime, see examples in :doc:`2_x_case_studies`.