Adel Cherchali

Université Paris Est - CERMICS

6 et 8 avenue Blaise Pascal

Marne-la-Vallée, Champs sur marne 77420

France

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Scholarly Papers (1)

1.

A Full and Synthetic Model for Asset-Liability Management in Life Insurance, and Analysis of the SCR With the Standard Formula

Number of pages: 35 Posted: 02 Aug 2019
Aurélien Alfonsi, Adel Cherchali and Jose Infante
Université Paris Est - CERMICS, Université Paris Est - CERMICS and AXA Group
Downloads 99 (292,712)

Abstract:

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ALM model, Solvency capital requirement, Standard formula, Cash-flow matching, Liquidity gap, Surrender risk, Book value, Profit sharing