Actuarial-consistency and two-step actuarial valuations : a new paradigm to insurance valuation
Year of publication: |
2023
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Authors: | Barigou, Karim ; Linders, Daniël ; Yang, Fan |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2023.2023, 2, p. 191-217
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Subject: | actuarial consistent | Fair valuation | incomplete market | market consistent | Solvency II | two-step valuation | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Unvollkommener Markt | Incomplete market | Unternehmensbewertung | Firm valuation |
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