Insurance-finance arbitrage (Q6641072)

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scientific article; zbMATH DE number 7947049
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English
Insurance-finance arbitrage
scientific article; zbMATH DE number 7947049

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    Insurance-finance arbitrage (English)
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    20 November 2024
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    best estimate of liabilities
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    conditional law of large numbers
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    enlargement of filtration
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    fundamental theorem about absence of insurance-finance arbitrage
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    hybrid products
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    insurance-finance consistency
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    nontraded assets
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    the QP-rule
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