A R T I C L E S
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 Defie the Quality of an Economic Scenario Generator
to Assess the Best-Estimate of a French Savings Contract in €?
Kamal ARMEL, Certifid actuary and founder of ARMEL Consulting
Frédéric PLANCHET, Professor at ISFA and partner actuary at Prim’Act
Stochastic Defltor 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