Julien Vedani

We highlight a Libor market model with constant elastic volatility, showing an interesting trade-off between parameters used and quality of results.

Learn why the best economic scenario generator solution provides the choice of different methods and what challenges real world models pose.

Proxy models are not always easy to validate, so we present a useful framework to make LSMC troubleshooting more accurate.

L’intégration du dispositif ORSA au sein de la compagnie est un enjeu stratégique majeur introduit par le second pilier de Solvabilité II.