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Adel, Cherchali ; Aur'Elien, Alfonsi ; Jose Arturo, Infante. (2019) A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula.
In: Papers. RePEc:arx:papers:1908.00811.

Full description at Econpapers

cites:

Damiano Brigo and Fabio Mercurio. Interest rate models—theory and practice. Springer Finance. Springer-Verlag, Berlin, second edition, 2006. With smile, inflation and credit.

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