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~person:"Dhaene, Jan"
~type_genre:"Aufsatz in Zeitschrift"
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Dhaene, Jan
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Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
2
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Barigou, Karim
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2019
(
2019
)
2
,
pp. 163-187
Persistent link: https://www.econbiz.de/10012194944
Saved in:
3
Fair valuation of insurance liability cash-flow streams in continuous time : applications
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 299-333
Persistent link: https://www.econbiz.de/10012056592
Saved in:
4
Fair valuation of insurance liabilities : merging actuarial judgement and market-consistency
Dhaene, Jan
;
Stassen, Ben
;
Barigou, Karim
;
Linders, Daniël
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011774764
Saved in:
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