Fair dynamic valuation of insurance liabilities : merging actuarial judgement with market- and time-consistency
Karim Barigou, Ze Chen, Jan Dhaene
| Year of publication: |
2019
|
|---|---|
| Authors: | Barigou, Karim ; Chen, Ze ; Dhaene, Jan |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 88.2019, p. 19-29
|
| Subject: | Fair dynamic valuation | Time-consistency | Solvency II | Market-consistent valuation | Actuarial valuation | Theorie | Theory | Zeitkonsistenz | Time consistency | Versicherungsmathematik | Actuarial mathematics | Unternehmensbewertung | Firm valuation | Versicherung | Insurance | Versicherungsökonomik | Economics of insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.05.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012105356