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~isPartOf:"Betriebswirtschaftliche Forschung und Praxis : BFuP"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Chen, Ze"
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Chen, Ze
Chen, Yiqing
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Cheung, Eric C. K.
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Betriebswirtschaftliche Forschung und Praxis : BFuP
Insurance / Mathematics & economics
Scandinavian actuarial journal
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Fair dynamic valuation of insurance liabilities via convex hedging
Chen, Ze
;
Chen, Bingzheng
;
Dhaene, Jan
;
Yang, Tianyu
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012545257
Saved in:
2
Fair dynamic valuation of insurance liabilities : merging actuarial judgement with market- and time-consistency
Barigou, Karim
;
Chen, Ze
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 19-29
Persistent link: https://www.econbiz.de/10012105356
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