Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities
Łukasz Delong
| Year of publication: |
2011
|
|---|---|
| Authors: | Delong, Łukasz |
| Published in: |
Bank i kredyt. - Warszawa, ISSN 0137-5520, ZDB-ID 2374691-9. - Vol. 42.2011, 1, p. 49-78
|
| Subject: | Lebensversicherung | Life insurance | Versicherungsmathematik | Actuarial mathematics | Sterblichkeit | Mortality | Hedging | Martingal | Martingale | Portfolio-Management | Portfolio selection | Finanzmathematik | Mathematical finance | EU-Versicherungsrecht | European insurance law | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008906090