A Universal Framework for Pricing Financial and Insurance Risks

This paper presents a universal framework for pricing financial and insurance risks. Examples are given for pricing contingent payoffs, where the underlying asset or liability can be either traded or not traded...

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Year of publication:	2002-11-01
Authors:	Wang, Shaun S.
Institutions:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; Vol. 32 - No. 2 - 2002, 213 - 234
Subject:	Preisbildung \| pricing \| Versicherung \| Vereinbarung \| framework

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Extent:	1024 bytes 22 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847042