Economic Scenario Generators: a risk management tool for insurance

Author:

Arrouy Pierre-Edouard,Boumezoued Alexandre,Lapeyre Bernard,Mehalla Sophian

Publisher

Cellule MathDoc/CEDRAM

Subject

General Medicine

Reference25 articles.

1. Directive 2009/136/EC of the European parliament and of the council;Official Journal of the European Union,2009

2. [2] Directive 2009/138/EC of the European Parliament and the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (2009) (Technical report)

3. [3] EIOPA Insurance stress test 2014 (2014) (Technical report)

4. [4] Guidelines on the valuation of technical provisions (2015) (Technical report)

5. The Jacobi stochastic volatility model;Ackerer, Damien;Finance Stoch.,2018

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