Financial position and performance in IFRS 17

DOI10.1080/03461238.2020.1823464zbMath1468.91129OpenAlexW3124478556MaRDI QIDQ4990509

Filip Lindskog, L. Palmborg, Mathias Lindholm

Publication date: 28 May 2021

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2020.1823464

zbMATH Keywords

valuationallocationfinancial performanceIFRS 17

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Uses Software

• StMoMo

Cites Work

• Insurance valuation: a computable multi-period cost-of-capital approach
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• Fair valuation of insurance liability cash-flow streams in continuous time: theory
• The value of a liability cash flow in discrete time subject to capital requirements
• Market-Consistent Valuation of Insurance Liabilities by Cost of Capital
• A partial internal model for longevity risk
• FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS
• MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING
• TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS
• Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting

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