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Multilevel
Monte-Carlo
for computing the SCR with the standard formula and other stress tests
Alfonsi, Aurélien
;
Cherchali, Adel
;
Infante, Arturo
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 234-260
Persistent link: https://www.econbiz.de/10012622391
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