14 citations · 27 across the 4 of their papers we have counts for
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q-fin.PR2021
Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation
Karim Barigou, Daniël Linders, Fan Yang
This paper introduces new valuation schemes called actuarial-consistent valuations for insurance liabilities which depend on both financial and actuarial risks, which imposes that…
q-fin.PR2020★ 14 cited
Pricing equity-linked life insurance contracts with multiple risk factors by neural networks
Karim Barigou, Lukasz Delong
This paper considers the pricing of equity-linked life insurance contracts with death and survival benefits in a general model with multiple stochastic risk factors: interest rate,…