An academic view on the illiquidity premium and market-consistent valuation in insurance (Q635983): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s13385-011-0005-5 / rank
 
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Property / cites work: Market Consistent Pricing of Insurance Products / rank
 
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Property / cites work: An equilibrium characterization of the term structure / rank
 
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Property / cites work: Probability with Martingales / rank
 
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Property / cites work: Market-consistent actuarial valuation / rank
 
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Latest revision as of 10:42, 4 July 2024

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An academic view on the illiquidity premium and market-consistent valuation in insurance
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