3 citations · 3 across the 3 of their papers we have counts for
Showing 2026Show all
2 papers · 1 filter
q-fin.RM2026
Approximation of stochastic insurer balance-sheet results using signatures of economic scenarios
Hervé Andrès, Alexandre Boumezoued, Arthur Bourdon +1
In the insurance industry, Asset and Liability Management (ALM) models are key tools for numerous applications, including Solvency Capital Requirement (SCR) computation and asset a…
math.PR2026
Linear independence properties of the signature components of time-augmented stochastic processes
Arthur Bourdon, Benjamin Jourdain, Hervé Andrès
Adding the time as a component of a stochastic process before computing its signature terminal value ensures injectivity and supports universal approximation results, but it induce…