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Model points and Tail-VaR in life insurance

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  • Denuit, Michel
  • Trufin, Julien

Abstract

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Suggested Citation

  • Denuit, Michel & Trufin, Julien, 2015. "Model points and Tail-VaR in life insurance," LIDAM Reprints ISBA 2015020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2015020
    Note: In : Insurance: Mathematics and Economics, vol. 64, p. 268-272 (2015)
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    Cited by:

    1. Mark Kiermayer & Christian Wei{ss}, 2019. "Grouping of Contracts in Insurance using Neural Networks," Papers 1912.09964, arXiv.org.
    2. Ana M. Ferreiro & Enrico Ferri & José A. García & Carlos Vázquez, 2021. "Global Optimization for Automatic Model Points Selection in Life Insurance Portfolios," Mathematics, MDPI, vol. 9(5), pages 1-19, February.
    3. Ana Maria Ferreiro-Ferreiro & José Antonio García-Rodríguez & Luis A. Souto & Carlos Vázquez, 2020. "Efficient Model Points Selection in Insurance by Parallel Global Optimization Using Multi CPU and Multi GPU," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), vol. 62(1), pages 5-20, February.

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