Cherchali, Adel

1. Multilevel Monte-Carlo for computing the SCR with the standard formula\n and other stress tests
   2020/10/23 by Aurélien Alfonsi, Alfonsi, Aurélien, Adel Cherchali +3 · 1 citation
   Social Sciences · Decision Sciences · Economics, Econometrics and Finance · #Insurance, Mortality, Demography, Risk Management #Probability and Risk Models #Insurance and Financial Risk Management
2. Optimized Multi-Level Monte Carlo Parametrization and Antithetic Sampling for Nested Simulations
   2025/10/21 by Boumezoued, Alexandre, Cherchali, Adel, Lemaire, Vincent +2 · 1 citation
   #65C05 (Primary) 91G60 (Secondary) #Computational Finance (q-fin.CP) #FOS: Economics and business #Risk Management (q-fin.RM)