Best estimate calculations of savings contracts by closed formulas: application to the ORSA
type: Item
instance of: scholarly article
title: Best estimate calculations of savings contracts by closed formulas: application to the ORSA
zbMATH Open document ID: 1304.91093
author: François Bonnin
author: Frédéric Planchet
author: Marc Juillard
published in: European Actuarial Journal
publication date: 2015-01-22T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6389523
describes a project that uses: R
MaRDI profile type: Publication
full work available at URL: s13385-014-0086-z
OpenAlex ID: W1997529458
cites work: A Lévy process-based framework for the fair valuation of participating life insurance contracts
cites work: Interest rate models -- theory and practice. With smile, inflation and credit
cites work: Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance
cites work: Dynamic asset allocation under VaR constraint with stochastic interest rates
cites work: Financial modeling, actuarial valuation and solvency in insurance
DOI: 10.1007/S13385-014-0086-Z
description: scientific article; zbMATH DE number 6389523