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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| 001 | MAP20220013147 | ||
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| 040 | $aMAP$bspa$dMAP | ||
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| 100 | 1 | $0MAPA20220004534$aBierbaum, Jürgen | |
| 245 | 1 | 0 | $aDiscussion on "A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes" (Graf and Korn)$cJürgen Bierbaum |
| 520 | $aMonte 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. | ||
| 650 | 4 | $0MAPA20080608606$aSimulación Monte Carlo | |
| 650 | 4 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080601522$aEvaluación de riesgos | |
| 650 | 4 | $0MAPA20080564254$aSolvencia II | |
| 773 | 0 | $wMAP20220007085$g07/12/2020 Número 2 - diciembre 2020 , p. 295-298$tEuropean Actuarial Journal$dCham, Switzerland : Springer Nature Switzerland AG, 2021-2022 |