Showing 61 - 70 of 1,309
Persistent link: https://www.econbiz.de/10010492058
Persistent link: https://www.econbiz.de/10010492408
Persistent link: https://www.econbiz.de/10011498192
Persistent link: https://www.econbiz.de/10013167194
Persistent link: https://www.econbiz.de/10012514387
Persistent link: https://www.econbiz.de/10012653821
Persistent link: https://www.econbiz.de/10012654834
Persistent link: https://www.econbiz.de/10012656863
This paper addresses the problem of approximating the future value distribution of a large and heterogeneous life insurance portfolio which would play a relevant role, for instance, for solvency capital requirement valuations. Based on a metamodel, we first select a subset of representative...
Persistent link: https://www.econbiz.de/10012632215
Persistent link: https://www.econbiz.de/10012615296