Market Consistent Pricing of Insurance Products
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Publication:3634589
DOI10.2143/AST.38.2.2033351zbMath1256.91018MaRDI QIDQ3634589
Mario V. Wüthrich, Semyon Malamud, Eugene Trubowitz
Publication date: 25 June 2009
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.38.2.2033351
equilibrium theory of asset and liability pricing; pricing of insurance products in multiperiod financial market
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