Pages that link to "Item:Q5379410"
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The following pages link to FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS (Q5379410):
Displaying 21 items.
- Moments of the cash value of future payment streams arising from life insurance contracts. (Q1423338) (← links)
- Fair dynamic valuation of insurance liabilities via convex hedging (Q2034141) (← links)
- Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
- Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Q2059681) (← links)
- Socio-economic differentiation in experienced mortality modelling and its pricing implications (Q2157217) (← links)
- A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula (Q2219626) (← links)
- Fair valuation of insurance liability cash-flow streams in continuous time: theory (Q2273988) (← links)
- The value of a liability cash flow in discrete time subject to capital requirements (Q2282964) (← links)
- Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (Q2306404) (← links)
- On a fuzzy cash flow model with insurance applications (Q2343117) (← links)
- Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (Q2404536) (← links)
- Using directional bit sequences to reveal the property-liability underwriting cycle as an algorithmic process (Q4586455) (← links)
- Financial position and performance in IFRS 17 (Q4990509) (← links)
- Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351) (← links)
- INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (Q5067889) (← links)
- VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD (Q5140077) (← links)
- Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach (Q5140651) (← links)
- Market-consistent actuarial valuation (Q5893944) (← links)
- The 3-step hedge-based valuation: fair valuation in the presence of systematic risks (Q6174088) (← links)
- A market- and time-consistent extension for the EIOPA risk-margin (Q6201515) (← links)
- Coping with longevity via hedging: fair dynamic valuation of variable annuities (Q6573823) (← links)
