collaborators

1 paper

q-fin.RM2019

Quantifying Life Insurance Risk using Least-Squares Monte Carlo

Claus Baumgart, Johannes Krebs, Robert Lempertseder +1

This article presents a stochastic framework to quantify the biometric risk of an insurance portfolio in solvency regimes such as Solvency II or the Swiss Solvency Test (SST). The…