ABSTRACT Motivated by Solvency II, requiring the incorporation of policyholder behavior and portfolio performance into the liability modeling of a life insurance company, we propose some new techniques to efficiently compute future values of the first-order reserve and the third order cash flow under varying economic scenarios.

中文翻译：

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资产负债管理的现金流量技术

摘要 受偿付能力 II 要求将投保人行为和投资组合绩效纳入人寿保险公司的负债模型，我们提出了一些新技术来有效计算不同经济条件下一阶准备金和三阶现金流的未来价值场景。