TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393)
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scientific article; zbMATH DE number 6287492
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS |
scientific article; zbMATH DE number 6287492 |
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TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (English)
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23 April 2014
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actuarial valuation principles
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financial risk
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market-consistent evaluation
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time-consistent evaluation
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two-step market evaluation
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\(g\)-expectation
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