Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/03461238.2020.1832911 / rank
 
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Latest revision as of 06:50, 26 July 2024

scientific article; zbMATH DE number 7373535
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English
Time-consistent and market-consistent actuarial valuation of the participating pension contract
scientific article; zbMATH DE number 7373535

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    Time-consistent and market-consistent actuarial valuation of the participating pension contract (English)
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    21 July 2021
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    market-consistent
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    time-consistent
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    actuarial price
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    participating pension contract
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    two-step valuation
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    backward-iteration
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    hybrid payoff
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    profit-sharing
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