A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula
Crossref DOI link: https://doi.org/10.1007/s13385-020-00240-3
Published Online: 2020-06-30
Published Print: 2020-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Alfonsi, Aurélien
Cherchali, Adel
Infante Acevedo, Jose Arturo
Funding for this research was provided by:
AXA Research Fund (JRI)
Text and Data Mining valid from 2020-06-30
Version of Record valid from 2020-06-30
Article History
Received: 19 September 2019
Revised: 30 March 2020
Accepted: 11 June 2020
First Online: 30 June 2020