Pages that link to "Item:Q5140651"
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The following pages link to Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach (Q5140651):
Displaying 8 items.
- Fair dynamic valuation of insurance liabilities via convex hedging (Q2034141) (← links)
- Time-consistent longevity hedging with long-range dependence (Q2038218) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351) (← links)
- INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (Q5067889) (← links)
- A market- and time-consistent extension for the EIOPA risk-margin (Q6201515) (← links)
- Coping with longevity via hedging: fair dynamic valuation of variable annuities (Q6573823) (← links)
- Insurance-finance arbitrage (Q6641072) (← links)
