Time-consistent actuarial valuations
type: Item
instance of: scholarly article
title: Time-consistent actuarial valuations
zbMATH Open document ID: 1348.91178
author: Antoon Pelsser
author: Ahmad Salahnejhad Ghalehjooghi
published in: Insurance Mathematics \& Economics
publication date: 2016-01-05T00:00:00Z
full work available at URL: https://arxiv.org/abs/1109.1751
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 6526560
zbMATH Keywords: time-consistent
zbMATH Keywords: actuarial valuation
zbMATH Keywords: backward iteration
zbMATH Keywords: infinitesimal generator
zbMATH Keywords: jump process
zbMATH Keywords: partial differential equation
MaRDI profile type: Publication
OpenAlex ID: W3123607667
arXiv ID: 1109.1751
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DOI: 10.1016/J.INSMATHECO.2015.10.010
description: scientific article