Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (Q2404536): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.06.003 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2609851868 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inf-convolution of risk measures and optimal risk transfer / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3613976 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5505177 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equivalent martingale measures and no-arbitrage in stochastic securities market models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The minimal entropy martingale measure in a market of traded financial and actuarial risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3613975 / rank
 
Normal rank
Property / cites work
 
Property / cites work: From the equivalence principle to market consistent valuation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Market Consistent Pricing of Insurance Products / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-minimizing hedging strategies for insurance payment processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A valuation algorithm for indifference prices in incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time-consistent actuarial valuations / rank
 
Normal rank
Property / cites work
 
Property / cites work: TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2771116 / rank
 
Normal rank
Property / cites work
 
Property / cites work: MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING / rank
 
Normal rank
Property / cites work
 
Property / cites work: Market-consistent actuarial valuation / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 09:43, 14 July 2024

scientific article
Language Label Description Also known as
English
Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency
scientific article

    Statements

    Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    19 September 2017
    0 references
    fair valuation of insurance liabilities
    0 references
    market-consistent valuation
    0 references
    actuarial valuation
    0 references
    Solvency II
    0 references
    mean-variance hedging
    0 references

    Identifiers