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Portfolio selection
Portfolio-Management
8
Actuarial mathematics
7
Versicherungsmathematik
7
Actuarial valuation
6
Firm valuation
6
Hedging
6
Option pricing theory
6
Optionspreistheorie
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Unternehmensbewertung
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actuarial valuation
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Lebensversicherung
5
Life insurance
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Market-consistent valuation
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Mathematical finance
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Time consistency
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Solvency II
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financial risk
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market-consistency
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time-consistency
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Actuarial valuation principles
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2
Fair valuation
2
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2
Optimal quadratic hedging
2
Stochastic process
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Stochastischer Prozess
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Zahlungsbereitschaftsanalyse
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Anleihe
1
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Barigou, Karim
3
Dhaene, Jan
3
Delong, Łukasz
2
Pelsser, Antoon André Jean
2
Stadje, Mitja
2
Deelstra, Griselda
1
Devolder, Pierre
1
Fergusson, K.
1
Fergusson, Kevin
1
Gnameho, Kossi
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Scandinavian actuarial journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Astin bulletin : the journal of the International Actuarial Association
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Discussion paper / Center for Economic Research, Tilburg University
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Insurance / Mathematics & economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Less-expensive long-term annuities linked to mortality, cash and equity
Fergusson, Kevin
;
Platen, Eckhard
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 170-207
Persistent link: https://www.econbiz.de/10014306947
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2
Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
Deelstra, Griselda
;
Devolder, Pierre
;
Gnameho, Kossi
; …
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 709-742
Persistent link: https://www.econbiz.de/10012307394
Saved in:
3
Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
4
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Barigou, Karim
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2019
(
2019
)
2
,
pp. 163-187
Persistent link: https://www.econbiz.de/10012194944
Saved in:
5
Asymptotics of bond yields and volatilities for extended CIR models under the real-world measure
Fergusson, K.
- In:
Scandinavian actuarial journal
2019
(
2019
)
10
,
pp. 867-902
Persistent link: https://www.econbiz.de/10012195006
Saved in:
6
Fair valuation of insurance liability cash-flow streams in continuous time : applications
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 299-333
Persistent link: https://www.econbiz.de/10012056592
Saved in:
7
Time-consistent and market-consistent evaluations
Stadje, Mitja
;
Pelsser, Antoon André Jean
-
2014
-
Revised version of CentER DP 2012-086
Persistent link: https://www.econbiz.de/10010232333
Saved in:
8
Time-consistent and market-consistent evaluations
Pelsser, Antoon André Jean
;
Stadje, Mitja
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 25-65
Persistent link: https://www.econbiz.de/10010256228
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