EAA Web Session : Valuation of Hybrid Financial and Actuarial Risks (27 June 2024)
The objective of this web session is to present various recent researches developed in the actuarial literature, in order to valuate complex cash flows mixing financial and actuarial risks.
After an introduction presenting the main challenges, we develop several approaches recently proposed.
All the techniques will be applied to a typical participating life product and numerical illustrations will be given.
Lecturer: Pierre Devolder, Professor UCL