Response to EIOPA’s Consultation on Standard Formula Design and Calibration for Certain Long Term Investments

by Frédéric Blanc-Brude, Omneia R H Ismail
Abstract:
This documents presents the answers of EDHEC-Risk Institute to the questions of the discussion paper on Standard Formula Design and Calibration for Certain Long Term Investments published by the European Insurance and Occupational Pension Authority in March 2013
Reference:
Response to EIOPA’s Consultation on Standard Formula Design and Calibration for Certain Long Term Investments (Frédéric Blanc-Brude, Omneia R H Ismail), In EDHEC Business School Working Paper, EDHEC Risk Institute-Asia, 2013.