Fair valuation of insurance liability cash-flow streams in continuous time : theory
Łukasz Delong, Jan Dhaene, Karim Barigou
| Year of publication: |
2019
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|---|---|
| Authors: | Delong, Łukasz ; Dhaene, Jan ; Barigou, Karim |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 88.2019, p. 196-208
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| Subject: | Optimal quadratic hedging | Actuarial valuation | Market-consistent valuation | Fair valuation | Partial differential equation | Best estimate | Risk margin | Net asset value | Hedging | Optionspreistheorie | Option pricing theory | Finanzmathematik | Mathematical finance | Unternehmensbewertung | Firm valuation | Versicherungsökonomik | Economics of insurance | Portfolio-Management | Portfolio selection | Versicherungsmathematik | Actuarial mathematics | Zahlungsbereitschaftsanalyse | Willingness to pay | Analysis | Mathematical analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012105568