Concepedia

Best estimate calculations of savings contracts by closed formulas: application to the ORSA

François Bonnin, Frédéric Planchet, Marc Juillard

European Actuarial Journal · 2014 · 12 citations · 4 references

DOI

Concepts

References

4

Life Insurance in a Contingent Claim Framework: Pricing and Regulatory Implications

Éric Briys, François de Varenne · The Geneva Risk and Insurance Review · 1994 · 147 citations

, , +16

Solvency II and Nested Simulations - a Least-Squares Monte Carlo Approach

Daniel J. Bauer, Daniela Bergmann, Andreas Reuß · 2009 · 40 citations

, , +17

Alternative framework for the fair valuation of participating life insurance contracts

Laura Ballotta · City Research Online (City University London) · 2004 · 16 citations · Full text

, , +11

Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products

Svein‐Arne Persson, Knut K. Aase · Journal of Risk & Insurance · 1997 · 11 citations · Full text

, , +15