Market-Consistent Actuarial Valuation
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Publication:5426989
DOI10.1007/978-3-540-73643-1zbMath1172.91004OpenAlexW4212985950MaRDI QIDQ5426989
Mario V. Wüthrich, Hans Bühlmann, Hansjörg Furrer
Publication date: 16 November 2007
Published in: EAA Lecture Notes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-73643-1
Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10)
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