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Article
確率論的ALM評価に用いるシナリオ数の削減
05 September 2023 - by Pierre-Edouard Arrouy, Jérémy Beaudet, Mohammed Bennouna, Steven Francois, Alison Tonin
結果を改善し、計算時間を最小化するのに役立つ、確率論的ALM評価のためのシナリオ削減および軌道選択のための貴重なインサイトをお伝えします。
Article
Reducing the number of scenarios used for stochastic ALM valuation
05 September 2023 - by Pierre-Edouard Arrouy, Jérémy Beaudet, Mohammed Bennouna, Steven Francois, Alison Tonin
We offer some valuable insights into scenario reduction and trajectory selection for stochastic ALM valuation that could help improve results and minimize computation.