Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351): Difference between revisions
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Revision as of 22:31, 13 February 2024
scientific article; zbMATH DE number 7373535
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent and market-consistent actuarial valuation of the participating pension contract |
scientific article; zbMATH DE number 7373535 |
Statements
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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