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Deflators, actuarial discounting and fair value

Devolder, Pierre; Dominguez-Fabian, Inmaculada - In: Finance : revue de l'Association Française de Finance 25 (2004) Numéro hors séries, pp. 49-69

Persistent link: https://www.econbiz.de/10002877332

Valuation of Hybrid Financial and Actuarial Products in Life Insurance by a novel 3-Step Method

Deelstra, Griselda - 2020

Financial products are priced using risk-neutral expectations justified by hedging portfolios that (as accurate as possible) match the product's payoff. In insurance, premium calculations are based on a real-world best-estimate value plus a risk premium. The insurance risk premium is typically...

Persistent link: https://www.econbiz.de/10012850542

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

Automatic balancing mechanisms for notional defined contribution accounts in the presence of uncertainty

Alonso-García, Jennifer; Boado-Penas, María del Carmen; … - In: Scandinavian actuarial journal (2018) 2, pp. 85-108

Persistent link: https://www.econbiz.de/10011880825

Fair valuations of insurance policies under multiple risk factors : a flexible lattice approach

Devolder, Pierre; Russo, Emilio; Staino, Alessandro - In: ASTIN bulletin : the journal of the International … 54 (2024) 2, pp. 385-409

Persistent link: https://www.econbiz.de/10015055294