Best estimate calculations of savings contracts by closed formulas: application to the ORSA.

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Authors
Publication date
2014
Publication type
Journal Article
Summary In this paper we present an analytical approximation of the best estimate of a savings contract. This approximation aims to provide a framework for robust and justifiable calculation of the own risk solvency assessment avoiding the complexity of direct approaches. A numerical application is proposed.
Publisher
Springer Science and Business Media LLC
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