Fair dynamic valuation of insurance liabilities via convex hedging (Q2034141)
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scientific article; zbMATH DE number 7361393
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair dynamic valuation of insurance liabilities via convex hedging |
scientific article; zbMATH DE number 7361393 |
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Fair dynamic valuation of insurance liabilities via convex hedging (English)
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21 June 2021
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fair dynamic valuation
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convex hedging
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time-consistency
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market-consistent valuation
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model-consistent valuation
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