scientific article; zbMATH DE number 6675308

zbMATH Open1354.91161MaRDI QIDQ2956288FDOQ2956288

Authors: Salvador Cruz Rambaud, María del Carmen Valls Martínez 

Publication date: 16 January 2017

Title of this publication is not available (Why is that?)

Recommendations

• From actuarial to financial valuation principles
• VALUATION METHOD OF THE TWO SURVIVAL FUNCTIONS
• On transformations of actuarial valuation principles.
• Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation
• NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES
• Utility valuation of credit derivatives: single and two-name cases
• Time-consistent actuarial valuations
• Actuarial pricing with financial methods

zbMATH Keywords

survivalbalancetarget capitalfinancial transactionperiodic amounts

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Cited In (1)

• VALUATION METHOD OF THE TWO SURVIVAL FUNCTIONS

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