Adel Cherchali

From MaRDI portal
Person:2219624



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimized multi-level Monte Carlo parametrization and antithetic sampling for nested simulations
Methodology and Computing in Applied Probability
2026-08-27Paper
Multilevel Monte Carlo for computing the SCR with the standard formula and other stress tests
Insurance Mathematics & Economics
2021-10-19Paper
A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula
European Actuarial Journal
2021-01-20Paper


Research outcomes over time


This page was built for person: Adel Cherchali