FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS (Q5379410): Difference between revisions

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+Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency
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+Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
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+Backward stochastic differential equations with jumps and their actuarial and financial applications. BSDEs with jumps
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+Fair valuation of insurance liability cash-flow streams in continuous time: theory
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+Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency
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+The value of a liability cash flow in discrete time subject to capital requirements
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+Insurance valuation: a computable multi-period cost-of-capital approach
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+Continuous-time limits of multi-period cost-of-capital margins
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+Best-estimate claims reserves in incomplete markets
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+Continuous Monitoring: Does Credit Risk Vanish?
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+Market-Consistent Valuation of Insurance Liabilities by Cost of Capital
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+Mathematical foundation of the replicating portfolio approach
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+Time-consistent actuarial valuations
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+TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS
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+Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach
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