The 3-step hedge-based valuation: fair valuation in the presence of systematic risks (Q6174088): Difference between revisions

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+https://doi.org/10.1017/asb.2023.8
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+W4324144096
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+Fourier based methods for the management of complex life insurance products
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+Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency
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+Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
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+Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation
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+Fair dynamic valuation of insurance liabilities via convex hedging
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+VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD
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+The role of the dependence between mortality and interest rates when pricing guaranteed annuity options
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+FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS
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+Fair valuation of insurance liability cash-flow streams in continuous time: theory
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+Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency
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+Q4481937
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+Market Consistent Pricing of Insurance Products
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+Hedging Equity-Linked Life Insurance Contracts
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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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+Time-consistent and market-consistent actuarial valuation of the participating pension contract
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+Market-consistent actuarial valuation
@@ Property / cites work: Market-consistent actuarial valuation / rank @@
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+Publication:6174088