Fair Dynamic Valuation of Insurance Liabilities via Convex Hedging
Year of publication: |
2020
|
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Authors: | Chen, Ze |
Other Persons: | Chen, Bingzheng (contributor) ; Dhaene, Jan (contributor) ; Yang, Tianyu (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Hedging | Lebensversicherung | Life insurance |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 11, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3359178 [DOI] |
Classification: | G22 - Insurance; Insurance Companies |
Source: | ECONIS - Online Catalogue of the ZBW |
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