Pages that link to "Item:Q5398353"
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The following pages link to MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING (Q5398353):
Displayed 11 items.
- Insurance valuation: a computable multi-period cost-of-capital approach (Q506100) (← links)
- Asset-liability management for long-term insurance business (Q1616041) (← links)
- Fair dynamic valuation of insurance liabilities via convex hedging (Q2034141) (← links)
- The value of a liability cash flow in discrete time subject to capital requirements (Q2282964) (← links)
- Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (Q2404536) (← links)
- Affordable and adequate annuities with stable payouts: fantasy or reality? (Q2415961) (← links)
- Financial position and performance in IFRS 17 (Q4990509) (← links)
- INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (Q5067889) (← links)
- Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach (Q5140651) (← links)
- Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting (Q5743536) (← links)
- Multiple-prior valuation of cash flows subject to capital requirements (Q6171944) (← links)