Best-estimate claims reserves in incomplete markets

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Autor(in)
Wüthrich, Mario V.
Happ, Sebastian
Merz, Michael
Datum
2015-07
Typ
  • Journal Article
Publikationsstatus
published
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Zeitschrift / Serie
European Actuarial Journal
Band
5(1)
Seiten / Artikelnummer
55 - 77
Verlag
Springer
Thema
Best-estimate reserves; Dynamic hedging; Sequential local risk minimization; State-price deflator; Incomplete market; Technical provisions; Risk margin
Organisationseinheit
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)  
Anmerkungen
Published online 20 November 2014.
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1 Zitate in Scopus
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