Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting (Q5743536)
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scientific article; zbMATH DE number 7053410
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting |
scientific article; zbMATH DE number 7053410 |
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Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting (English)
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10 May 2019
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market-consistent valuation
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actuarial valuation
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fair valuation of insurance liabilities
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solvency II
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mean-variance hedging
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