Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions

DOI10.1007/s13385-016-0141-zzbMath1394.91233OpenAlexW2596362284MaRDI QIDQ1707543

Julien Vedani, Stéphane Loisel, Nicole El Karoui, Jean-Luc Prigent

Publication date: 3 April 2018

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-016-0141-z

zbMATH Keywords

life insurancerisk-neutral valuationeconomic valuationEuropean regulationmarket-consistency

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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