Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (Q2404536)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency
scientific article

    Statements

    Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    19 September 2017
    0 references
    fair valuation of insurance liabilities
    0 references
    market-consistent valuation
    0 references
    actuarial valuation
    0 references
    Solvency II
    0 references
    mean-variance hedging
    0 references

    Identifiers