Hampus Engsner

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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!

PublicationDate of PublicationType
Multiple-prior valuation of cash flows subject to capital requirements
Insurance Mathematics & Economics
2023-07-18Paper
Continuous-time limits of multi-period cost-of-capital margins
Statistics & Risk Modeling
2022-01-10Paper
Least Squares Monte Carlo applied to Dynamic Monetary Utility Functions2021-01-15Paper
The value of a liability cash flow in discrete time subject to capital requirements
Finance and Stochastics
2019-12-27Paper
Insurance valuation: a computable multi-period cost-of-capital approach
Insurance Mathematics & Economics
2017-01-31Paper


Research outcomes over time


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