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  • Search: subject:"Market consistent"
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Year of publication
Subject
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Theorie 19 Theory 19 Portfolio selection 14 Portfolio-Management 14 Market-consistent valuation 12 Lebensversicherung 11 Life insurance 11 Insurance 10 Versicherung 10 Risikomodell 9 Risk model 9 Firm valuation 8 Hedging 8 Option pricing theory 8 Optionspreistheorie 8 Solvency II 8 Unternehmensbewertung 8 market consistent valuation 8 Finanzmathematik 7 Mathematical finance 7 market-consistent valuation 7 Actuarial mathematics 5 Economics of insurance 5 Risiko 5 Risk 5 Versicherungsmathematik 5 Versicherungsökonomik 5 participating life insurance 5 Cash Flow 4 Cash flow 4 Willingness to pay 4 Zahlungsbereitschaftsanalyse 4 Actuarial valuation 3 Analysis 3 Cost of capital 3 EU-Versicherungsrecht 3 European insurance law 3 Fair valuation 3 Kapitalkosten 3 Mathematical analysis 3
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Online availability
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Undetermined 22 Free 14 CC license 1
Type of publication
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Article 35 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 28 Aufsatz in Zeitschrift 28 Article 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Aufsatz im Buch 1 Book section 1 Thesis 1
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Language
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English 37 Undetermined 2 German 1
Author
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Barigou, Karim 7 Dhaene, Jan 7 Buchardt, Kristian 4 Chen, An 4 Chen, Ze 4 Engsner, Hampus 3 Lindskog, Filip 3 Møller, Thomas 3 Andruszkiewicz, Grzegorz 2 Bacinello, Anna Rita 2 Broeders, Dirk 2 Chen, Bingzheng 2 Delong, Łukasz 2 El Karoui, Nicole 2 Furrer, Christian 2 Hillairet, Caroline 2 Linders, Daniël 2 Lleo, Sébastien 2 Millossovich, Pietro 2 Mrad, Mohamed 2 Natolski, Jan 2 Olivieri, Annamaria 2 Reuß, Andreas 2 Rijsbergen, David 2 Ruß, Jochen 2 Sehner, Thorsten 2 Werner, Ralf 2 Wieland, Jochen 2 Ahmad, Jamaal 1 Baur, Tina Kristin 1 Bignozzi, Valeria 1 Blackburn, Craig 1 Buckner, Dean 1 D'Agostino Luca 1 Davis, Mark 1 Davis, Mark H. A. 1 Dowd, Kevin 1 Gach, Florian 1 Hanewald, Katja 1 Hochgerner, Simon 1
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Institution
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de Nederlandsche Bank 1
Published in...
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Insurance / Mathematics & economics 7 Scandinavian actuarial journal 5 Risks 4 Risks : open access journal 4 ASTIN bulletin : the journal of the International Actuarial Association 3 Astin bulletin : the journal of the International Actuarial Association 2 Annals of Finance 1 Annals of finance 1 Applied financial economics 1 Asia-Pacific journal of risk and insurance : APJRI 1 Banca Impresa Società 1 DNB Working Papers 1 Decisions in economics and finance : a journal of applied mathematics 1 Economics letters 1 Finance and stochastics 1 Journal of financial engineering 1 Life insurance in Europe : risk analysis and market challenges 1 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 1 Série des documents de travail 1 ifa-Schriftenreihe 1
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Source
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ECONIS (ZBW) 32 EconStor 4 RePEc 3 BASE 1
Showing 1 - 10 of 40
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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
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On the market-consistent valuation of participating life insurance heterogeneous contracts under longevity risk
Bacinello, Anna Rita; Chen, An; Sehner, Thorsten; … - In: Risks 9 (2021) 1, pp. 1-18
The purpose of this paper is to conduct a market-consistent valuation of life insurance participating liabilities sold …
Persistent link: https://www.econbiz.de/10013200690
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On the market-consistent valuation of participating life insurance heterogeneous contracts under longevity risk
Bacinello, Anna Rita; Chen, An; Sehner, Thorsten; … - In: Risks : open access journal 9 (2021) 1/20, pp. 1-18
The purpose of this paper is to conduct a market-consistent valuation of life insurance participating liabilities sold …
Persistent link: https://www.econbiz.de/10012423050
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Multiple-prior valuation of cash flows subject to capital requirements
Engsner, Hampus; Lindskog, Filip; Thøgersen, Julie - In: Insurance / Mathematics & economics 111 (2023), pp. 41-56
Persistent link: https://www.econbiz.de/10014316662
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Insurance valuation : a two-step generalised regression approach
Barigou, Karim; Bignozzi, Valeria; Tsanakas, Andreas - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 211-245
Persistent link: https://www.econbiz.de/10012805745
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Computation of bonus in multi-state life insurance
Ahmad, Jamaal; Buchardt, Kristian; Furrer, Christian - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 291-331
Persistent link: https://www.econbiz.de/10012805748
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Ramsey rule with forward/backward utility for long-term yield curves modeling
El Karoui, Nicole; Hillairet, Caroline; Mrad, Mohamed - In: Decisions in economics and finance : a journal of … 45 (2022) 1, pp. 375-414
Persistent link: https://www.econbiz.de/10013380575
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Estimation of future discretionary benefits in traditional life insurance
Gach, Florian; Hochgerner, Simon - In: ASTIN bulletin : the journal of the International … 52 (2022) 3, pp. 835-876
Persistent link: https://www.econbiz.de/10013426665
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Hedging and cash flows in the presence of taxes and expenses in life and pension insurance
Buchardt, Kristian; Møller, Thomas - In: Risks 6 (2018) 3, pp. 1-25
In investment and insurance contracts, certain stipulated payments may depend on the hedging strategy. We study the problem of calculation, hedging and valuation of such cash flows, by considering a payment process in a setup with taxes and investment costs that are functions of the investment...
Persistent link: https://www.econbiz.de/10011996626
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Cover Image
Hedging and cash flows in the presence of taxes and expenses in life and pension insurance
Buchardt, Kristian; Møller, Thomas - In: Risks : open access journal 6 (2018) 3, pp. 1-25
In investment and insurance contracts, certain stipulated payments may depend on the hedging strategy. We study the problem of calculation, hedging and valuation of such cash flows, by considering a payment process in a setup with taxes and investment costs that are functions of the investment...
Persistent link: https://www.econbiz.de/10011890660
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