Time-consistent and market-consistent actuarial valuation of the participating pension contract
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Publication:5003351
DOI10.1080/03461238.2020.1832911zbMath1475.91315MaRDI QIDQ5003351
Ahmad Salahnejhad Ghalehjooghi, Antoon Pelsser
Publication date: 21 July 2021
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2020.1832911
time-consistent; profit-sharing; actuarial price; backward-iteration; hybrid payoff; market-consistent; participating pension contract; two-step valuation
91G05: Actuarial mathematics
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