Fair valuation of insurance liability cash-flow streams in continuous time : applications
By Łukasz Delong, Jan Dhaene, Karim Barigou
| Year of publication: |
2019
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|---|---|
| Authors: | Delong, Łukasz ; Dhaene, Jan ; Barigou, Karim |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 49.2019, 2, p. 299-333
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| Subject: | Optimal quadratic hedging | actuarial valuation | market-consistent valuation | partial differential equation | best estimate | risk margin | net asset value | Hedging | Optionspreistheorie | Option pricing theory | Finanzmathematik | Mathematical finance | Portfolio-Management | Portfolio selection | Versicherungsökonomik | Economics of insurance | Unternehmensbewertung | Firm valuation | Analysis | Mathematical analysis | Versicherungsmathematik | Actuarial mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2019.8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012056592