المؤلفون: Jose Arturo Infante Acevedo, Aurélien Alfonsi, Adel Cherchali

المساهمون: Mathematical Risk Handling (MATHRISK), Université Paris-Est Marne-la-Vallée (UPEM)-École des Ponts ParisTech (ENPC)-Inria de Paris, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS), École des Ponts ParisTech (ENPC), GIE AXA, This research benefited from the Joint Research Initiative 'Numerical methods for ' of AXA Research Fund. A. A. has also benefited from the support of the 'Chaire Risques Financiers', Fondation du Risque.

المصدر: Insurance: Mathematics and Economics
Insurance: Mathematics and Economics, Elsevier, 2021, ⟨10.1016/j.insmatheco.2021.05.005⟩
Insurance: Mathematics and Economics, 2021, ⟨10.1016/j.insmatheco.2021.05.005⟩

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, 050208 finance, 05 social sciences, Monte Carlo method, Estimator, Computational Finance (q-fin.CP), Context (language use), Conditional expectation, 01 natural sciences, Least squares, FOS: Economics and business, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], 010104 statistics & probability, Quantitative Finance - Computational Finance, Risk Management (q-fin.RM), Life insurance, 0502 economics and business, Convergence (routing), Applied mathematics, 0101 mathematics, Statistics, Probability and Uncertainty, Complement (set theory), Mathematics, Quantitative Finance - Risk Management

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e1920d51d600bfc11f4b53f095bb40a3
http://arxiv.org/abs/2010.12651

المؤلفون: Aurélien Alfonsi, Jose Arturo Infante Acevedo, Adel Cherchali

المساهمون: Mathematical Risk Handling (MATHRISK), Université Paris-Est Marne-la-Vallée (UPEM)-École des Ponts ParisTech (ENPC)-Inria de Paris, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS), École des Ponts ParisTech (ENPC), GIE AXA, This research benefited from the Joint Research Initiative 'Numerical methods for the ALM' of AXA Research Fund. Aurélien Alfonsi has also benefited from the support of the'Chaire Risques Financiers', Fondation du Risque.

المصدر: European Actuarial Journal
European Actuarial Journal, 2020, ⟨10.1007/s13385-020-00240-3⟩
European Actuarial Journal, Springer, 2020, ⟨10.1007/s13385-020-00240-3⟩

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, media_common.quotation_subject, Standard formula, 01 natural sciences, Surrender risk, FOS: Economics and business, 010104 statistics & probability, Profit sharing, Portfolio Management (q-fin.PM), Life insurance, 0502 economics and business, Economics, Capital requirement, Book value, ALM model, Asset (economics), 0101 mathematics, 050207 economics, Quantitative Finance - Portfolio Management, media_common, Solvency, 050208 finance, Actuarial science, Bond, 05 social sciences, Cash-flow match-ing, Interest rate, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], Short-rate model, Risk Management (q-fin.RM), Solvency capital requirement, Liquidity gap, Statistics, Probability and Uncertainty, Quantitative Finance - Risk Management

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e420641f4f34de60be7627ea737206bf
https://hal-enpc.archives-ouvertes.fr/hal-02406439

المؤلفون: Aur\'elien Alfonsi, Adel Cherchali, Jose Arturo Infante Acevedo

Relation: http://arxiv.org/pdf/2010.12651

الاتاحة: http://arxiv.org/pdf/2010.12651

المؤلفون: Aur\'elien Alfonsi, Adel Cherchali, Jose Arturo Infante Acevedo

Relation: http://arxiv.org/pdf/1908.00811

الاتاحة: http://arxiv.org/pdf/1908.00811