An academic view on the illiquidity premium and market-consistent valuation in insurance

DOI10.1007/s13385-011-0005-5zbMath1219.91075OpenAlexW1966582769MaRDI QIDQ635983

Mario V. Wüthrich

Publication date: 25 August 2011

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

Full work available at URL: https://doi.org/10.1007/s13385-011-0005-5

Mathematics Subject Classification ID

Related Items (2)

Asset-liability management for long-term insurance business ⋮ Long-term insurance products and volatility under the Solvency II framework

Cites Work

• Market Consistent Pricing of Insurance Products
• Probability with Martingales
• An equilibrium characterization of the term structure
• Market-consistent actuarial valuation

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