Pages that link to "Item:Q5893944"
From MaRDI portal
The following pages link to Market-consistent actuarial valuation (Q5893944):
Displaying 10 items.
- Optimal risk transfers in insurance groups (Q362045) (← links)
- An academic view on the illiquidity premium and market-consistent valuation in insurance (Q635983) (← links)
- Long-term insurance products and volatility under the Solvency II framework (Q906579) (← links)
- Market consistent valuations with financial imperfection (Q1640175) (← links)
- Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns (Q1936559) (← links)
- Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (Q2404536) (← links)
- Optimal reinsurance subject to Vajda condition (Q2446000) (← links)
- FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II (Q5214821) (← links)
- Applications of Statistics in the Field of General Insurance: An Overview (Q6064071) (← links)
- Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks (Q6173879) (← links)