Market Value Of Insurance Liabilities

DOI10.1080/10920277.2000.10595871zbMath1083.91539OpenAlexW2313884604MaRDI QIDQ5718075

Luke N. Girard

Publication date: 13 January 2006

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

Full work available at URL: https://doi.org/10.1080/10920277.2000.10595871

Mathematics Subject Classification ID

Related Items (3)

An Approach to Fair Valuation of Insurance Liabilities Using the Firm’s Cost of Capital ⋮ Consistent fitting of one-factor models to interest rate data. ⋮ The Problem with Current Accounting

Cites Work

• An Intertemporal General Equilibrium Model of Asset Prices
• Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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