Mohamed Majri

SMABTP

114 avenue emile zola

paris, 75015

France

SCHOLARLY PAPERS

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Scholarly Papers (1)

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Inside the Solvency 2 Black Box: Net Asset Values and Solvency Capital Requirements with a Least-Squares Monte-Carlo Approach

Insurance: Mathematics and Economics, Volume 71, November 2016, Pages 15–26
Number of pages: 29 Posted: 14 Dec 2014 Last Revised: 11 Feb 2017
SMABTP, EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control and SMABTP
Downloads 221 (143,869)
Citation 2

Abstract:

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Net Asset Value, Solvency Capital Requirement, Solvency 2, Least-Squares Monte Carlo, Order Statistics, Participating Contract