Fair dynamic valuation of insurance liabilities via convex hedging
type: Item
instance of: scholarly article
title: Fair dynamic valuation of insurance liabilities via convex hedging
zbMATH Open document ID: 1466.91252
author: Ze Chen
author: Bingzheng Chen
author: J. Dhaene
author: Tianyu Yang
published in: Insurance Mathematics \& Economics
publication date: 2021-06-21T00:00:00Z
Mathematics Subject Classification ID: 91G05
zbMATH DE Number: 7361393
zbMATH Keywords: fair dynamic valuation
zbMATH Keywords: convex hedging
zbMATH Keywords: time-consistency
zbMATH Keywords: market-consistent valuation
zbMATH Keywords: model-consistent valuation
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2021.01.001
OpenAlex ID: W3122717786
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DOI: 10.1016/J.INSMATHECO.2021.01.001
description: scientific article; zbMATH DE number 7361393