From Financial Economics to Fair Valuation

In this paper we address the issue of how to establish the fair value of aninsurance-linked liability. This is done by considering the introduction into asimple, one-period market model of a new and quite general security (which, amongst other things, could be such a liability)...

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Year of publication:	2001-05-17
Authors:	Cairns, Andrew J.G.
Publisher:	Heriot-Watt University <Edinburgh> / Department of Mathematics
Subject:	Versicherungsbetriebslehre \| insurance management \| Capital-Asset-Pricing-Modell \| Versicherungswissenschaft \| insurance economics

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Extent:	308224 bytes 34 p. application/pdf
Series:	Internationale Aktuarvereinigung - Veröffentlichungen
Type of publication:	Book / Working Paper
Language:	English
Notes:	AFIR Colloquium - Toronto, Canada - September 6-7, 2001
Classification:	Management of insurance ; Insurance Industry ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847446