Fair valuation of insurance liabilities : merging actuarial judgement and market-consistency
Jan Dhaene, Ben Stassen, Karim Barigou, Daniël Linders, Ze Chen
| Year of publication: |
September 2017
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|---|---|
| Authors: | Dhaene, Jan ; Stassen, Ben ; Barigou, Karim ; Linders, Daniël ; Chen, Ze |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 76.2017, p. 14-27
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| Subject: | Fair valuation of insurance liabilities | Market-consistent valuation | Actuarial valuation | Solvency II | Mean-variance hedging | Versicherungsmarkt | Insurance market | Hedging | Zeitkonsistenz | Time consistency | Finanzmathematik | Mathematical finance | 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.2017.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011774764