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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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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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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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Fair dynamic valuation of insurance liabilities : a loss averse convex hedging approach
Chen, Ze; Chen, Bingzheng; Dhaene, Jan - In: Scandinavian actuarial journal 2020 (2020) 9, pp. 792-818
Persistent link: https://www.econbiz.de/10012313738
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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
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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