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1Academic Journal
المؤلفون: Barigou, Karim, Linders, Daniël, Yang, Fan
المساهمون: Institut de Science Financière et d'Assurances (ISFA), Laboratoire de Sciences Actuarielle et Financière (LSAF), Université Claude Bernard Lyon 1 (UCBL), Université de Lyon-Université de Lyon, University of Amsterdam Amsterdam = Universiteit van Amsterdam (UvA), University of Waterloo Waterloo
المصدر: ISSN: 0346-1238 ; Scandinavian Actuarial Journal ; https://hal.science/hal-03327710 ; Scandinavian Actuarial Journal, In press, ⟨10.1080/03461238.2022.2090272⟩.
مصطلحات موضوعية: Fair valuation, two-step valuation, actuarial consistent, market consistent, Solvency II, incomplete market, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [QFIN.PR]Quantitative Finance [q-fin]/Pricing of Securities [q-fin.PR]
Relation: info:eu-repo/semantics/altIdentifier/arxiv/2109.13796; ARXIV: 2109.13796
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2Report
المؤلفون: Barigou, Karim, Linders, Daniël, Yang, Fan
المساهمون: Institut de Science Financière et d'Assurances (ISFA), University of Amsterdam Amsterdam (UvA), University of Waterloo Waterloo
المصدر: https://hal.archives-ouvertes.fr/hal-03327710 ; 2021.
مصطلحات موضوعية: Fair valuation, two-step valuation, actuarial consistent, market consistent, Solvency II, incomplete market, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [QFIN.PR]Quantitative Finance [q-fin]/Pricing of Securities [q-fin.PR]
Relation: hal-03327710; https://hal.archives-ouvertes.fr/hal-03327710; https://hal.archives-ouvertes.fr/hal-03327710/document; https://hal.archives-ouvertes.fr/hal-03327710/file/twostepactuarialvaluations.pdf
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3
المؤلفون: Ahmad Salahnejhad Ghalehjooghi, Antoon Pelsser
المساهمون: QE Math. Economics & Game Theory, RS: GSBE Theme Human Decisions and Policy Design, RS: FSE DACS Mathematics Centre Maastricht
المصدر: Scandinavian Actuarial Journal, 2021(4), 266-294. Routledge/Taylor & Francis Group
مصطلحات موضوعية: Mathematics, Interdisciplinary Applications, Statistics and Probability, Economics and Econometrics, actuarial price, Statistics & Probability, Social Sciences, 01 natural sciences, backward-iteration, 010104 statistics & probability, Profit sharing, LIFE-INSURANCE CONTRACTS, 0502 economics and business, CONVERGENCE, Economics, 0101 mathematics, profit-sharing, CONVEX RISK MEASURES, Valuation (finance), participating pension contract, LIABILITIES, Pension, Science & Technology, 050208 finance, Actuarial science, DISCRETE-TIME, 05 social sciences, Social Sciences, Mathematical Methods, Market-consistent, hybrid payoff, OPTIONS, FAIR VALUATION, Physical Sciences, time-consistent, two-step valuation, JUDGMENT, Statistics, Probability and Uncertainty, Mathematics, Mathematical Methods In Social Sciences
HTML النص الكامل PDF النص الكاملURL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cd719d0524901958b9b09989a730f605
https://cris.maastrichtuniversity.nl/en/publications/e5f0d010-e472-4684-ba85-a21b81e57a1e