Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation

DOI10.1080/03461238.2022.2090272OpenAlexW4283585289MaRDI QIDQ5881716

Karim Barigou, Daniël Linders, Fan Yang

Publication date: 13 March 2023

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

Full work available at URL: https://arxiv.org/abs/2109.13796

zbMATH Keywords

incomplete marketSolvency IIfair valuationtwo-step valuationactuarial consistentmarket consistent

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (1)

The 3-step hedge-based valuation: fair valuation in the presence of systematic risks

Cites Work

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