An Approach to Fair Valuation of Insurance Liabilities Using the Firm’s Cost of Capital

DOI10.1080/10920277.2002.10596041zbMath1084.62530OpenAlexW2058719902MaRDI QIDQ5715857

Luke N. Girard

Publication date: 5 January 2006

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

Full work available at URL: https://doi.org/10.1080/10920277.2002.10596041

Mathematics Subject Classification ID

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

Related Items (2)

Efficient valuation of SCR via a neural network approach ⋮ Fair Value Accounting Compared to Other Accounting Systems

Cites Work

• Common risk factors in the returns on stocks and bonds
• Market Value Of Insurance Liabilities

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