Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 18:24, 5 March 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)
0 references
21 July 2021
0 references
market-consistent
0 references
time-consistent
0 references
actuarial price
0 references
participating pension contract
0 references
two-step valuation
0 references
backward-iteration
0 references
hybrid payoff
0 references
profit-sharing
0 references
