Market-consistent actuarial valuation
From MaRDI portal
Publication:5893944
DOI10.1007/978-3-642-14852-1zbMath1203.91005MaRDI QIDQ5893944
Mario V. Wüthrich, Hansjörg Furrer, Hans Bühlmann
Publication date: 17 November 2010
Published in: EAA Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-14852-1
life insurance; non-life insurance; market-consistent valuation; insurance liabilities; stochastic discounting
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
91G80: Financial applications of other theories
91G10: Portfolio theory
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