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

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
  <record>
    <leader>00000cab a2200000   4500</leader>
    <controlfield tag="001">MAP20220013147</controlfield>
    <controlfield tag="003">MAP</controlfield>
    <controlfield tag="005">20220504093653.0</controlfield>
    <controlfield tag="008">220504e20201207esp|||p      |0|||b|spa d</controlfield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
      <subfield code="d">MAP</subfield>
    </datafield>
    <datafield tag="084" ind1=" " ind2=" ">
      <subfield code="a">6</subfield>
    </datafield>
    <datafield tag="100" ind1="1" ind2=" ">
      <subfield code="0">MAPA20220004534</subfield>
      <subfield code="a">Bierbaum, Jürgen</subfield>
    </datafield>
    <datafield tag="245" ind1="1" ind2="0">
      <subfield code="a">Discussion on "A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes" (Graf and Korn)</subfield>
      <subfield code="c">Jürgen Bierbaum</subfield>
    </datafield>
    <datafield tag="520" ind1=" " ind2=" ">
      <subfield code="a">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.

</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080608606</subfield>
      <subfield code="a">Simulación Monte Carlo</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080602437</subfield>
      <subfield code="a">Matemática del seguro</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080579258</subfield>
      <subfield code="a">Cálculo actuarial</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080601522</subfield>
      <subfield code="a">Evaluación de riesgos</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080564254</subfield>
      <subfield code="a">Solvencia II</subfield>
    </datafield>
    <datafield tag="773" ind1="0" ind2=" ">
      <subfield code="w">MAP20220007085</subfield>
      <subfield code="g">07/12/2020 Número 2 - diciembre 2020 , p. 295-298</subfield>
      <subfield code="t">European Actuarial Journal</subfield>
      <subfield code="d">Cham, Switzerland  : Springer Nature Switzerland AG,  2021-2022</subfield>
    </datafield>
  </record>
</collection>