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

Recurso electrónico / Electronic resource
Registro MARC
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1001 ‎$0‎MAPA20220004534‎$a‎Bierbaum, Jürgen
24510‎$a‎Discussion on "A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes" (Graf and Korn)‎$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
7730 ‎$w‎MAP20220007085‎$g‎07/12/2020 Volúmen 10 - Número 2 - diciembre 2020 , p. 295-298‎$t‎European Actuarial Journal‎$d‎Cham, Switzerland : Springer Nature Switzerland AG, 2021-2022