Discussion on "A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes" (Graf and Korn)

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<title>Discussion on "A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes" (Graf and Korn)</title>
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<namePart>Bierbaum, Jürgen</namePart>
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<abstract displayLabel="Summary">Monte Carlo simulation is an important tool in the analysis of financial instruments and insurance-based investment products. In the context of Solvency II it is widely used in practice, because in many cases it is the most efficient way to handle the intricate dynamics of insurance cashflows and balance sheets. Perhaps due to the complexity of the Solvency II calculations many practitioners think that Monte Carlo simulation itself is complicated and cumbersome.

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<note type="statement of responsibility">Jürgen Bierbaum</note>
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<title>European Actuarial Journal</title>
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<publisher>Cham, Switzerland  : Springer Nature Switzerland AG,  2021-2022</publisher>
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<text>07/12/2020 Volúmen 10 - Número 2 - diciembre 2020 , p. 295-298</text>
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