Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities
Year of publication: |
2011
|
---|---|
Authors: | Delong, Łukasz |
Published in: |
Bank i kredyt. - Warszawa, ISSN 0137-5520, ZDB-ID 2374691-9. - Vol. 42.2011, 1, p. 49-78
|
Subject: | Lebensversicherung | Life insurance | Versicherungsmathematik | Actuarial mathematics | Sterblichkeit | Mortality | Hedging | Martingal | Martingale | Portfolio-Management | Portfolio selection | Finanzmathematik | Mathematical finance | EU-Versicherungsrecht | European insurance law | Theorie | Theory |
-
Fair valuation of insurance liability cash-flow streams in continuous time : applications
Delong, Łukasz, (2019)
-
Analysis of survivorship life insurance portfolios with stochastic rates of return
Chen, Li, (2017)
-
Affine Processes in Life Insurance Mathematics - With a View Towards Solvency II
Buchardt, Kristian, (2013)
- More ...
-
Neural networks for the joint development of individual payments and claim incurred
Delong, Łukasz, (2020)
-
One-year and ultimate reserve risk in Mack Chain Ladder model
Szatkowski, Marcin, (2021)
-
Delong, Łukasz, (2010)
- More ...