Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting (Q5743536): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: Wikidata QID (P12): Q129151113, #quickstatements; #temporary_batch_1726345393210 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q129151113 / rank | |||
Normal rank | |||
Latest revision as of 21:41, 14 September 2024
scientific article; zbMATH DE number 7053410
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting |
scientific article; zbMATH DE number 7053410 |
Statements
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting (English)
0 references
10 May 2019
0 references
market-consistent valuation
0 references
actuarial valuation
0 references
fair valuation of insurance liabilities
0 references
solvency II
0 references
mean-variance hedging
0 references
0 references
0 references
