Fair dynamic valuation of insurance liabilities via convex hedging
Ze Chen, Bingzheng Chen, Jan Dhaene, Tianyu Yang
| Year of publication: |
2021
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|---|---|
| Authors: | Chen, Ze ; Chen, Bingzheng ; Dhaene, Jan ; Yang, Tianyu |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 98.2021, p. 1-13
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| Subject: | Convex hedging | Fair dynamic valuation | Market-consistent valuation | Model-consistent valuation | Time-consistency | Hedging | Unternehmensbewertung | Firm valuation | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.01.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012545257