BMI, Edition ESKA, Journal BMI
Vol. 157 (2019): Special Issue on Life Insurance
Special Issue on Life Insurance

ARTICLES

A Reduced-Form Model for A Life Insurance’s Net Asset Value
Aurore MERIGUET, BNP Paris Cardif, Nanterre, France
Alexandre NDJENG-NDJENG, BNP Paris Cardif, Nanterre, France
Yahia SALHI, ISFA, Univ Lyon, UCBL, LSAF EA2429, Lyon, France
Pierre-E. THÉROND, SeaBird; ISFA, Univ Lyon, UCBL, LSAF EA2429, Lyon, France

Testing the Martingale Hypothesis in a Risk-Neutral Economic Scenarios Generator
Florian BOLLOTTE, Galea & Associés, Paris, France
Pierre-E. THÉROND, SeaBird; ISFA, Univ Lyon, UCBL, LSAF EA2429, Lyon, France

How to Define the Quality of an Economic Scenario Generator to Assess the Best-Estimate of a French Savings Contract in €?
Kamal ARMEL, Certified actuary and founder of ARMEL Consulting
Frédéric PLANCHET, Professor at ISFA and partner actuary at Prim’Act

Stochastic Deflator for an Economic Scenario Generator with Five Factors
Po-Keng CHENG, Univ Lyon - Université Claude Bernard Lyon 1, ISFA, Laboratoire SAF EA2429, Lyon, France; Prim’Act, Paris, France
Frédéric PLANCHET, Univ Lyon - Université Claude Bernard Lyon 1, ISFA, Laboratoire SAF EA2429, Lyon, France; Prim’Act, Paris, France