Best-estimate claims reserves in incomplete markets
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Author / Producer
Date
2015-07
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
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Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
5 (1)
Pages / Article No.
55 - 77
Publisher
Springer
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Best-estimate reserves; Dynamic hedging; Sequential local risk minimization; State-price deflator; Incomplete market; Technical provisions; Risk margin
Organisational unit
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
Notes
Published online 20 November 2014.