Work

Solvency II and Nested Simulations - a Least-Squares Monte Carlo Approach

Year: 2009

Type: article

Authors: Daniel J. Bauer, Daniela Bergmann, Andreas Reuß

Language: English

Topic: Insurance and Financial Risk Management

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2154574942

FWCI: 4.489

Cites: 23

Cited by: 36

Related to: 10