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Eric Serant
Principal
Paris, FR
Eric is a principal and consulting actuary in Milliman's Paris office.
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A review of the Solvency II equity shock
08 September 2021 - by Hervé Andrès, Pierre-Edouard Arrouy, Alexandre Boumezoued, Eric Serant
We explore a new methodology to show lower equity shocks, since stock markets are mean-reverting and insurers hold equities for the long-term.