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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
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Insurance valuation : a computable multi-period cost-of-capital approach
Engsner, Hampus; Lindholm, Mathias; Lindskog, Filip - In: Insurance / Mathematics & economics 72 (2017), pp. 250-264
Persistent link: https://www.econbiz.de/10011694720
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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
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Complete discounted cash flow valuation
Gajek, Lewław; Kuciński, Łukasz - In: Insurance / Mathematics & economics 73 (2017), pp. 1-19
Persistent link: https://www.econbiz.de/10011702033
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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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Multiple-prior valuation of cash flows subject to capital requirements
Engsner, Hampus; Lindskog, Filip; Thøgersen, Julie - In: Insurance / Mathematics & economics 111 (2023), pp. 41-56
Persistent link: https://www.econbiz.de/10014316662
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Optimizing the equity-bond-annuity portfolio in retirement : the impact of uncertain health expenses
Pang, Gaobo; Warshawsky, Mark J. - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 198-209
Persistent link: https://www.econbiz.de/10003953351
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An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process
Delong, Łukasz - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 278-293
Persistent link: https://www.econbiz.de/10008747068
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Portfolio selection and duality under mean variance preferences
Eichner, Thomas - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 146-152
Persistent link: https://www.econbiz.de/10008839744
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The role of longevity bonds in optimal portfolios
Menoncin, Francesco - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 343-358
Persistent link: https://www.econbiz.de/10003682489