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Mesure des risques de marché et de souscription vie en situation d'information incomplète pour un portefeuille de prévoyance

In the framework of Embedded Value new standards, namely the MCEV norms, the latest principles published in June 2008 address the issue of market and underwriting risks measurement by using stochastic models of projection and valorization. Knowing that stochastic models particularly data-consuming, the question which can arise is the treatment of insurance portfolios only available in aggregate data or portfolios in situation of incomplete information. The aim of this article is to propose a pragmatic modeling of these risks tied up with death covers of individual protection products in these situations.