Similar Search Results

A least-squares Monte Carlo framework in proxy modeling of life insurance companies

Krah, Anne-Sophie; Nikolić, Zoran; Korn, Ralf - In: Risks 6 (2018) 2, pp. 1-26

The Solvency II directive asks insurance companies to derive their solvency capital requirement from the full loss distribution over the coming year. While this is in general computationally infeasible in the life insurance business, an application of the Least-Squares Monte Carlo (LSMC) method...

Persistent link: https://www.econbiz.de/10011996620

Machine learning in least-squares Monte Carlo proxy modeling of life insurance companies

Krah, Anne-Sophie; Nikolić, Zoran; Korn, Ralf - In: Risks 8 (2020) 1, pp. 1-79

Under the Solvency II regime, life insurance companies are asked to derive their solvency capital requirements from the full loss distributions over the coming year. Since the industry is currently far from being endowed with sufficient computational capacities to fully simulate these...

Persistent link: https://www.econbiz.de/10013200556

Least-Squares Monte Carlo for proxy modeling in life insurance: Neural networks

Krah, Anne-Sophie; Nikolić, Zoran; Korn, Ralf - In: Risks 8 (2020) 4, pp. 1-21

The least-squares Monte Carlo method has proved to be a suitable approximation technique for the calculation of a life insurer's solvency capital requirements. We suggest to enhance it by the use of a neural network based approach to construct the proxy function that models the insurer's loss...

Persistent link: https://www.econbiz.de/10013200649

Migration, Sozialstaat und Zuwanderungspolitik

Bauer, Thomas K. - In: Vierteljahrshefte zur Wirtschaftsforschung 71 (2002) 2, pp. 249-271

Arbeitsmarkt- und Integrationsfähigkeit von Migranten ausgerichtete selektive Zuwanderungspolitik, wie sie teilweise im neuen …

Persistent link: https://www.econbiz.de/10010377578

Illegal immigration and media exposure: Evidence on individual attitudes

Facchini, Giovanni; Mayda, Anna Maria; Puglisi, Riccardo - In: IZA Journal of Development and Migration 7 (2017) 14, pp. 1-36

Illegal immigration has been the focus of much debate in receiving countries, but little is known about the drivers of … significantly correlated with public opinion on illegal immigration. Controlling for education, income, ideology, and other socio …, but cannot entirely explain the correlation between media exposure and attitudes about illegal immigration. …

Persistent link: https://www.econbiz.de/10012012088