Best-estimate claims reserves in incomplete markets
dc.contributor.author
Wüthrich, Mario V.
dc.contributor.author
Happ, Sebastian
dc.contributor.author
Merz, Michael
dc.date.accessioned
2017-06-11T21:09:49Z
dc.date.available
2017-06-11T21:09:49Z
dc.date.issued
2015-07
dc.identifier.issn
2190-9733
dc.identifier.issn
2190-9741
dc.identifier.other
10.1007/s13385-014-0101-4
dc.identifier.uri
http://hdl.handle.net/20.500.11850/106832
dc.language.iso
en
dc.publisher
Springer
dc.subject
Best-estimate reserves
dc.subject
Dynamic hedging
dc.subject
Sequential local risk minimization
dc.subject
State-price deflator
dc.subject
Incomplete market
dc.subject
Technical provisions
dc.subject
Risk margin
dc.title
Best-estimate claims reserves in incomplete markets
dc.type
Journal Article
ethz.journal.title
European Actuarial Journal
ethz.journal.volume
5
ethz.journal.issue
1
ethz.journal.abbreviated
Eur. Actuar. J.
ethz.pages.start
55
ethz.pages.end
77
ethz.notes
Published online 20 November 2014.
ethz.identifier.scopus
ethz.identifier.nebis
006505591
ethz.publication.place
Heidelberg
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
ethz.date.deposited
2017-06-11T21:10:47Z
ethz.source
ECIT
ethz.identifier.importid
imp593653af238f367024
ethz.ecitpid
pub:167247
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-18T12:33:13Z
ethz.rosetta.lastUpdated
2022-03-28T14:16:27Z
ethz.rosetta.versionExported
true
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