Market Consistent Pricing of Insurance Products

DOI10.2143/AST.38.2.2033351zbMath1256.91018OpenAlexW3121638715MaRDI QIDQ3634589

Mario V. Wüthrich, Semyon Malamud, Eugene Trubowitz

Publication date: 25 June 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.38.2.2033351

zbMATH Keywords

equilibrium theory of asset and liability pricingpricing of insurance products in multiperiod financial market

Mathematics Subject Classification ID

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