Solvency II—Accelerating the calculations: Replicating portfolios and model compression

By Dominic Clark, Oliver Gillespie, and Henny Verheugen
01 November 2008

About the Author(s)

Dominic Clark

Milan Tel: 34 609 026 561

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Oliver Gillespie

London Tel: 44 20 7847 1500

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Henny Verheugen

Amsterdam (Insurance & Financial Risk) Tel: 31 61 0149 938

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