Insurance-finance arbitrage
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Publication:6641072
DOI10.1111/mafi.12412MaRDI QIDQ6641072
Philippe Artzner, Thorsten Schmidt, Karl-Theodor Eisele
Publication date: 20 November 2024
Published in: Mathematical Finance (Search for Journal in Brave)
enlargement of filtrationconditional law of large numbersnontraded assetshybrid productsbest estimate of liabilitiesfundamental theorem about absence of insurance-finance arbitrageinsurance-finance consistencythe QP-rule
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