Market-Consistent Actuarial Valuation
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Publication:5426989
DOI10.1007/978-3-540-73643-1zbMath1172.91004OpenAlexW4212985950MaRDI QIDQ5426989
Mario V. Wüthrich, Hans Bühlmann, Hansjörg Furrer
Publication date: 16 November 2007
Published in: EAA Lecture Notes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-73643-1
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Indifference pricing for CRRA utilities ⋮ Pricing equity-indexed annuities under stochastic interest rates using copulas ⋮ Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions ⋮ TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS ⋮ Market Consistent Pricing of Insurance Products
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