| LDR | | | 00000cab a2200000 4500 |
| 001 | | | MAP20260001647 |
| 003 | | | MAP |
| 005 | | | 20260130104900.0 |
| 008 | | | 260129e20250129bel|||p |0|||b|eng d |
| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a6 |
| 100 | | | $0MAPA20260001166$aAkiyama, Shinobu |
| 245 | 1 | 0 | $aYield curve extrapolation with machine learning$cShinobu Akiyama and Naoki Matsuyama |
| 520 | | | $aYield curve extrapolation to unobservable tenors is a key technique for the market-consistent valuation of actuarial liabilities required by Solvency II and forthcoming similar regulations. Since the regulatory method, the SmithWilson method, is inconsistent with observable yield curve dynamics, parsimonious parametric models, the NelsonSiegel model and its extensions, are often used for yield curve extrapolation in risk management |
| 650 | | 4 | $0MAPA20080602437$aMatemática del seguro |
| 650 | | 4 | $0MAPA20080590567$aEmpresas de seguros |
| 650 | | 4 | $0MAPA20100019443$aRequerimientos financieros |
| 650 | | 4 | $0MAPA20080564254$aSolvencia II |
| 650 | | 4 | $0MAPA20080622381$aTasa interna de rendimiento |
| 650 | | 4 | $0MAPA20080579258$aCálculo actuarial |
| 650 | | 4 | $0MAPA20170005476$aMachine learning |
| 650 | | 4 | $0MAPA20250003316$aGestión de riesgos |
| 700 | 1 | | $0MAPA20260001173$aMatsuyama, Naoki |
| 710 | 2 | | $0MAPA20100017661$aInternational Actuarial Association |
| 773 | 0 | | $wMAP20077000420$g29/01/2025 Volume 55 Issue 1 - January 2025 , p. 76 - 96$x0515-0361$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association |
