Fair Value of Liabilities: The Financial Economics Perspective

DOI10.1080/10920277.2002.10596027zbMath1084.91511OpenAlexW2064499211MaRDI QIDQ5715843

Jeremy Gold, Craig B. Merrill, David F. Babbel

Publication date: 5 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2002.10596027

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

PROBABILITY OF SUFFICIENCY OF SOLVENCY II RESERVE RISK MARGINS: PRACTICAL APPROXIMATIONS

Cites Work

• The Pricing of Options and Corporate Liabilities
• Term Structures of Credit Spreads with Incomplete Accounting Information
• Risk Aversion in the Small and in the Large
• Catastrophe Risk Bonds
• Economic Valuation Models for Insurers
• Equilibrium in a Reinsurance Market

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