Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach (Q5140651): Difference between revisions

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+Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
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+Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency
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+HEDGING BY SEQUENTIAL REGRESSIONS REVISITED
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+Publication:5140651