FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS (Q5379410): Difference between revisions
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Revision as of 19:00, 19 March 2024
scientific article; zbMATH DE number 7060625
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS |
scientific article; zbMATH DE number 7060625 |
Statements
FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS (English)
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29 May 2019
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optimal quadratic hedging
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actuarial valuation
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market-consistent valuation
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partial differential equation
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best estimate
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risk margin
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net asset value
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