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derivatives-data-ins-liability-val
economic scenarios are at the core of the valuation of liabilities and market risk benefits under regimes ... discuss how the choice of financial data can impact the calibration and the simulation of credit spread ...- Authors: Paul Bonnefoy, Pierre-Edouard Arrouy, Enrico Piccin, Karthick Chandrasekaran
- Date: Oct 2024
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Economics; Finance & Investments; Life Insurance; Modeling & Statistical Methods
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2024-derivatives-data-ins-liability-val
economic scenarios are at the core of the valuation of liabilities and market risk benefits under regimes ... discuss how the choice of financial data can impact the calibration and the simulation of credit spread ...- Authors: Paul Bonnefoy, Pierre-Edouard Arrouy, Enrico Piccin, Karthick Chandrasekaran
- Date: Oct 2024
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Economics; Finance & Investments; Life Insurance; Modeling & Statistical Methods