Time-consistent actuarial valuations
Year of publication: |
2016
|
---|---|
Authors: | Pelsser, Antoon André Jean ; Salahnejhad Ghalehjooghi, Ahmad |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 66.2016, p. 97-112
|
Subject: | Time-consistent | Actuarial valuation | Backward iteration | Infinitesimal generator | Jump process | Partial Differential Equation | Optionspreistheorie | Option pricing theory | Zeitkonsistenz | Time consistency | Versicherungsmathematik | Actuarial mathematics | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis |
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