Karim Barigou

MaRDI QIDQ2059680zbMATH OpenFDO

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
Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation Scandinavian Actuarial Journal	2023-03-13	Paper
Insurance valuation: A two-step generalised regression approach ASTIN Bulletin	2022-04-04	Paper
Insurance valuation: A two-step generalised regression approach ASTIN Bulletin	2022-04-04	Paper
Pricing equity-linked life insurance contracts with multiple risk factors by neural networks Journal of Computational and Applied Mathematics	2021-12-14	Paper
Fair valuation of insurance liability cash-flow streams in continuous time: theory Insurance Mathematics & Economics	2019-09-19	Paper
Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency Insurance Mathematics & Economics	2019-09-19	Paper
Fair valuation of insurance liability cash-flow streams in continuous time: applications ASTIN Bulletin	2019-05-29	Paper
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting Scandinavian Actuarial Journal	2019-05-10	Paper
Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency Insurance Mathematics & Economics	2017-09-19	Paper

Research outcomes over time

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