Fair dynamic valuation of insurance liabilities via convex hedging (Q2034141)
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scientific article; zbMATH DE number 7361393
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| default for all languages | No label defined |
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| English | Fair dynamic valuation of insurance liabilities via convex hedging |
scientific article; zbMATH DE number 7361393 |
Statements
Fair dynamic valuation of insurance liabilities via convex hedging (English)
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21 June 2021
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fair dynamic valuation
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convex hedging
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time-consistency
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market-consistent valuation
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model-consistent valuation
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0.8908055424690247
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0.8739952445030212
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0.850479781627655
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0.8084853887557983
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0.7834970355033875
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