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  • Search: subject:"Dynamic equivalence principle"
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Year of publication
Subject
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(Conditional) Law of large numbers 1 Dynamic equivalence principle 1 Mortality 1 Risiko 1 Risikomanagement 1 Risikomodell 1 Risk 1 Risk management 1 Risk model 1 Risk sharing 1 Solvency 1 Sterblichkeit 1 Systematic longevity risk 1 Theorie 1 Theory 1 dynamic equivalence principle 1 linear rational expectations models 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Denuit, Michel 1 Dhaene, Jan 1 Gauthier, Stéphane 1 Hanbali, Hamza 1 Trufin, Julien 1
Institution
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HAL 1
Published in...
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Insurance / Mathematics & economics 1 Post-Print / HAL 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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A dynamic equivalence principle for systematic longevity risk management
Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Trufin, Julien - In: Insurance / Mathematics & economics 86 (2019), pp. 158-167
Persistent link: https://www.econbiz.de/10012058854
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Cover Image
Dynamic equivalence principle in linear rational expectations models
Gauthier, Stéphane - HAL - 2003
Linear models with infinite horizon generally admit infinitely many rational expectations solutions. Consequently, some additional selection devices are needed to narrow the set of relevant solutions. The viewpoint of this paper is that a solution will be more likely to arise if it is locally...
Persistent link: https://www.econbiz.de/10010570526
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