Hampus Engsner
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Multiple-prior valuation of cash flows subject to capital requirements Insurance Mathematics & Economics | 2023-07-18 | Paper |
| Continuous-time limits of multi-period cost-of-capital margins Statistics & Risk Modeling | 2022-01-10 | Paper |
| Least Squares Monte Carlo applied to Dynamic Monetary Utility Functions | 2021-01-15 | Paper |
| The value of a liability cash flow in discrete time subject to capital requirements Finance and Stochastics | 2019-12-27 | Paper |
| Insurance valuation: a computable multi-period cost-of-capital approach Insurance Mathematics & Economics | 2017-01-31 | Paper |
Research outcomes over time
This page was built for person: Hampus Engsner
