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Search: subject:"Fair valuation"
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Fair valuation
8
Firm valuation
6
Option pricing theory
6
Optionspreistheorie
6
Portfolio selection
6
Portfolio-Management
6
Unternehmensbewertung
6
Hedging
4
Lebensversicherung
4
Life insurance
4
Actuarial mathematics
3
CAPM
3
Finanzmathematik
3
Market-consistent valuation
3
Mathematical finance
3
Theorie
3
Theory
3
Versicherungsmathematik
3
Willingness to pay
3
Zahlungsbereitschaftsanalyse
3
Actuarial valuation
2
Asset-Backed Securities
2
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2
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2
Credit risk
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Fair Valuation
2
Incomplete market
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Solvency II
2
Unvollkommener Markt
2
actuarial valuation
2
fair valuation
2
Anleihe
1
Asset-backed numéraire
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Best estimate
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Undetermined
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Free
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Article
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English
14
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Barigou, Karim
4
Dhaene, Jan
4
Linders, Daniël
3
Chen, Ze
2
Aydın, Nadi Serhan
1
Ballotta, Laura
1
Bernard, Carole
1
Bocart, Fabian Y. R. P.
1
Chen, Bingzheng
1
Delong, Łukasz
1
Hafner, Christian M.
1
Hieber, Peter
1
Kolkiewicz, Adam
1
Koo, Minjae
1
Le, Truc
1
Loumioti, Maria
1
Muslu, Volkan
1
Natolski, Jan
1
Palmowski, Zbigniew
1
Rainer, Martin
1
Stassen, Ben
1
Tang, Junsen
1
Tumilewicz, Joanna
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Vasvari, Florin P.
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1
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Scandinavian actuarial journal
4
Insurance / Mathematics & economics
3
ASTIN bulletin : the journal of the International Actuarial Association
1
Journal of accounting & economics
1
Journal of banking & finance
1
Journal of mathematical finance
1
Journal of sustainable finance & investment
1
Journal of wine economics
1
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The journal of real estate finance and economics
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ECONIS (ZBW)
14
RePEc
1
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1
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Date (oldest first)
1
Actuarial-consistency and two-step actuarial valuations : a new paradigm to insurance valuation
Barigou, Karim
;
Linders, Daniël
;
Yang, Fan
- In:
Scandinavian actuarial journal
2023
(
2023
)
2
,
pp. 191-217
Persistent link: https://www.econbiz.de/10014325043
Saved in:
2
The 3-step hedge-based valuation :
fair
valuation
in the presence of systematic risks
Linders, Daniël
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 418-442
Persistent link: https://www.econbiz.de/10014320284
Saved in:
3
Fund flows and asset valuations of bond mutual funds : effect of side-by-side management
Koo, Minjae
;
Muslu, Volkan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014489024
Saved in:
4
Valuation of reverse mortgages with default risk models
Bernard, Carole
;
Kolkiewicz, Adam
;
Tang, Junsen
- In:
The journal of real estate finance and economics
66
(
2023
)
4
,
pp. 806-839
Persistent link: https://www.econbiz.de/10014258992
Saved in:
5
Asset-backed stable numéraire approach for sustainable valuation
Aydın, Nadi Serhan
;
Rainer, Martin
- In:
Journal of sustainable finance & investment
12
(
2022
)
2
,
pp. 360-374
Persistent link: https://www.econbiz.de/10013177369
Saved in:
6
Fair dynamic valuation of insurance liabilities : a loss averse convex hedging approach
Chen, Ze
;
Chen, Bingzheng
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2020
(
2020
)
9
,
pp. 792-818
Persistent link: https://www.econbiz.de/10012313738
Saved in:
7
Portfolio performance manipulation in collateralized loan obligations
Loumioti, Maria
;
Vasvari, Florin P.
- In:
Journal of accounting & economics
67
(
2019
)
2/3
,
pp. 438-462
Persistent link: https://www.econbiz.de/10012064483
Saved in:
8
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:
9
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:
10
Fair
valuation
of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios
Hieber, Peter
;
Natolski, Jan
;
Werner, Ralf
- In:
Scandinavian actuarial journal
2019
(
2019
)
6
,
pp. 478-507
Persistent link: https://www.econbiz.de/10012194965
Saved in:
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