Multiple-prior valuation of cash flows subject to capital requirements
Year of publication: |
2023
|
---|---|
Authors: | Engsner, Hampus ; Lindskog, Filip ; Thøgersen, Julie |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 111.2023, p. 41-56
|
Subject: | Market-consistent valuation | Insurance valuation | Capital requirements | Limited liability | Optimal stopping | Theorie | Theory | Cash Flow | Cash flow | Basler Akkord | Basel Accord | Unternehmensbewertung | Firm valuation | Kapitalbedarf |
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