Modelling equity securities impairment for market consistent valuation of life insurance liabilities

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https://hal.archives-ouvertes.fr/hal-01799372
Contributor : Pierre-Emmanuel Thérond <>
Submitted on : Thursday, May 24, 2018 - 4:16:11 PM
Last modification on : Wednesday, February 6, 2019 - 10:58:04 AM

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Pierre-Emmanuel Thérond. Modelling equity securities impairment for market consistent valuation of life insurance liabilities. Séminaire du Laboratoire SAF, Feb 2018, Lyon, France. 〈hal-01799372〉

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