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Using leakage as a control variate09 December 2013 - By Andreas Meister and Marcel Ambrus and Mario Hoerig and Tigran Kalberer and Urs Burri - Article

A new control variate approach that works within existing simulation frameworks to reduce the variance in valuations of insurance liabilities.

Searching for the right proxy approaches to life30 January 2013 - By Tigran Kalberer and Zeljko Strkalj - Article
Selecting and implementing a proxy approach to calculate the solvency capital requirement under Solvency II.Is Life really difficult?06 December 2012 - By Tigran Kalberer and - Article
How to ensure an adequate proxy approach to Solvency Capital Requirement Calculations.
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