Time-consistent and market-consistent evaluations
Antoon Pelsser; Mitja Stadje
| Year of publication: |
2014
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|---|---|
| Authors: | Pelsser, Antoon André Jean ; Stadje, Mitja |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 24.2014, 1, p. 25-65
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| Subject: | actuarial valuation principles | financial risk | market-consistency | time-consistency | Portfolio-Management | Portfolio selection | Theorie | Theory | Intertemporale Entscheidung | Intertemporal choice | Zeitkonsistenz | Time consistency | Versicherungsmathematik | Actuarial mathematics |
| 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/10010256228