Market consistent valuations with financial imperfection
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Publication:1640175
DOI10.1007/s10203-018-0207-2zbMath1391.91167OpenAlexW2796227626MaRDI QIDQ1640175
Hirbod Assa, Nikolay Gospodinov
Publication date: 13 June 2018
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://kar.kent.ac.uk/87561/1/Assa-Gospodinov2018_Article_MarketConsistentValuationsWith.pdf
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Related Items (5)
Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation ⋮ INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH ⋮ A market- and time-consistent extension for the EIOPA risk-margin ⋮ VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD ⋮ Price Index Insurances in the Agriculture Markets
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