Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (Q2404536): Difference between revisions

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+Inf-convolution of risk measures and optimal risk transfer
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+Q3613976
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+Q5505177
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+The minimal entropy martingale measure in a market of traded financial and actuarial risks
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+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
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+Q3613975
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+From the equivalence principle to market consistent valuation
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+Market Consistent Pricing of Insurance Products
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+Risk-minimizing hedging strategies for insurance payment processes
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+A valuation algorithm for indifference prices in incomplete markets
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+Time-consistent actuarial valuations
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+TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS
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+Q2771116
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+MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING
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+Market-consistent actuarial valuation
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