Asset-liability management for long-term insurance business (Q1616041): Difference between revisions

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-.1007/s13385-018-0167-5
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+Old-age provision: past, present, future
@@ Property / cites work: Old-age provision: past, present, future / rank @@
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@@ Property / cites work @@
+On consumer preferences and the willingness to pay for term life insurance
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+Q5609896
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+Replicating portfolio approach to capital calculation
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+Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency
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+Insurance valuation: a computable multi-period cost-of-capital approach
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+Robustness
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+From the equivalence principle to market consistent valuation
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+Optimal portfolios with a positive lower bound on final wealth
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+Multivariate stress scenarios and solvency
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+Market-Consistent Valuation of Insurance Liabilities by Cost of Capital
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+Mathematical analysis of different approaches for replicating portfolios
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+Pricing and hedging guaranteed annuity options via static option replication.
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+The difference between LSMC and replicating portfolio in insurance liability modeling
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+TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS
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+MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING
@@ Property / cites work: MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING / rank @@
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+An academic view on the illiquidity premium and market-consistent valuation in insurance
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@@ Property / Wikidata QID @@
+Q129981024
@@ Property / Wikidata QID: Q129981024 / rank @@
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@@ Property / DOI @@
+.1007/S13385-018-0167-5
@@ Property / DOI: 10.1007/S13385-018-0167-5 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1616041