Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach (Q5140651)
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scientific article; zbMATH DE number 7286471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach |
scientific article; zbMATH DE number 7286471 |
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Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach (English)
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16 December 2020
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fair valuation
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loss aversion
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convex hedging
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market-consistent valuation
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safety margins
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