Fair valuation of insurance liabilities : merging actuarial judgement and market-consistency
Year of publication: |
September 2017
|
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Authors: | Dhaene, Jan ; Stassen, Ben ; Barigou, Karim ; Linders, Daniël ; Chen, Ze |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 76.2017, p. 14-27
|
Subject: | Fair valuation of insurance liabilities | Market-consistent valuation | Actuarial valuation | Solvency II | Mean-variance hedging | Versicherungsmarkt | Insurance market | Hedging | Zeitkonsistenz | Time consistency | Finanzmathematik | Mathematical finance | Versicherungsökonomik | Economics of insurance |
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