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Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions. (2017). Prigent, Jean-Luc ; Loisel, Stéphane ; Vedani, Julien ; el Karoui, Nicole.
In: Post-Print.
RePEc:hal:journl:hal-01242023.

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Cited: 18

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Cites: 43

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Cocites: 43

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  1. Maximum likelihood estimation of the Hull–White model. (2023). Rus, Toma ; Kladivko, Kamil.
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    RePEc:eee:empfin:v:70:y:2023:i:c:p:227-247.

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  2. Mean-field Libor market model and valuation of long term guarantees. (2023). Schachinger, Gabriel ; Kienbacher, Eva ; Hochgerner, Simon ; Gach, Florian.
    In: Papers.
    RePEc:arx:papers:2310.09022.

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  3. Economic Scenario Generators: a risk management tool for insurance. (2022). Mehalla, Sophian ; Lapeyre, Bernard ; Boumezoued, Alexandre ; Arrouy, Pierre-Edouard.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03671943.

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  4. Economic Scenario Generators: a risk management tool for insurance. (2022). Mehalla, Sophian ; Lapeyre, Bernard ; Boumezoued, Alexandre ; Arrouy, Pierre-Edouard.
    In: Post-Print.
    RePEc:hal:journl:hal-03671943.

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  5. Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation. (2022). Yang, Fan ; Linders, Daniel ; Barigou, Karim.
    In: Post-Print.
    RePEc:hal:journl:hal-03327710.

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  6. Two-step actuarial valuations. (2021). Yang, Fan ; Linders, Daniel ; Barigou, Karim.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03327710.

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  7. The informativeness of embedded value reporting to stock price. (2021). , Jason ; Ju, AI ; Jou, David.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:61:y:2021:i:4:p:5341-5376.

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  8. Two-step actuarial valuations. (2021). Yang, Fan ; Linders, Daniel ; Barigou, Karim.
    In: Papers.
    RePEc:arx:papers:2109.13796.

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  9. A mean-field extension of the LIBOR market model. (2021). Hochgerner, Simon ; Desmettre, Sascha ; Thonhauser, Stefan ; Omerovic, Sanela .
    In: Papers.
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  10. Estimation of future discretionary benefits in traditional life insurance. (2021). Hochgerner, Simon ; Gach, Florian.
    In: Papers.
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  11. Exact cash-account deflator for the G2++ model. (2020). Trussoni, Luca G ; Strati, Francesco .
    In: International Journal of Financial Engineering (IJFE).
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  12. Modelling Net Carrying Amount of Shares for Market Consistent Valuation of Life Insurance Liabilities. (2020). Thérond, Pierre-Emmanuel ; Pierre-E. Therond, ; Salhi, Yahia ; Dorobantu, Diana.
    In: Methodology and Computing in Applied Probability.
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  13. Locality in time of the European insurance regulation risk-neutral valuation framework, a pre-and post-Covid analysis and further developments. (2020). Borel-Mathurin, Fabrice ; Vedani, Julien ; Loisel, Stephane ; el Karoui, Nicole.
    In: Working Papers.
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  14. A market-consistent framework for the fair evaluation of insurance contracts under Solvency II. (2019). Gambaro, Anna Maria ; Ghilarducci, Alessandro ; Fusai, Gianluca ; Casalini, Riccardo.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00242-1.

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  15. Market-consistent valuation: a step towards calculation stability. (2019). Borel-Mathurin, Fabrice ; Vedani, Julien.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02282378.

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  16. Modelling net carrying amount of shares for market consistent valuation of life insurance liabilities. (2019). Therond, Pierre-Emmanuel ; Salhi, Yahia ; Dorobantu, Diana.
    In: Post-Print.
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  17. A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula. (2019). Infante, Jose Arturo ; Cherchali, Adel ; Alfonsi, Aur'Elien.
    In: Papers.
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  18. Modelling net carrying amount of shares for market consistent valuation of life insurance liabilities. (2018). Therond, Pierre-Emmanuel ; Salhi, Yahia ; Dorobantu, Diana.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01840057.

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