Insurance valuation : a two-step generalised regression approach
by Karim Barigou, Valeria Bignozzi and Andreas Tsanakas
| Year of publication: |
2022
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|---|---|
| Authors: | Barigou, Karim ; Bignozzi, Valeria ; Tsanakas, Andreas |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 52.2022, 1, p. 211-245
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| Subject: | cost-of-capital | dynamic risk measurement | Market-consistent valuation | quantile regression | Solvency II | Regressionsanalyse | Regression analysis | Theorie | Theory | Risikomodell | Risk model | Versicherung | Insurance | Risiko | Risk | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Messung | Measurement | EU-Versicherungsrecht | European insurance law | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2021.31 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012805745