Insurance valuation : a computable multi-period cost-of-capital approach
Hampus Engsner, Mathias Lindholm, Filip Lindskog
| Year of publication: |
January 2017
|
|---|---|
| Authors: | Engsner, Hampus ; Lindholm, Mathias ; Lindskog, Filip |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 72.2017, p. 250-264
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| Subject: | Valuation of insurance liabilities | Multi-period valuation | Market-consistent valuation | Cost of capital | Risk margin | Dynamic risk measurement | Kapitalkosten | Risiko | Risk | Unternehmensbewertung | Firm valuation | CAPM | Risikomodell | Risk model | Zahlungsbereitschaftsanalyse | Willingness to pay | Optionspreistheorie | Option pricing theory | Risikomaß | Risk measure | Versicherung | Insurance | Finanzmathematik | Mathematical finance | Messung | Measurement | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.12.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011694720