Fair valuation of insurance liability cash-flow streams in continuous time: Theory (English)
- New search for: Delong, Łukasz
- New search for: Dhaene, Jan
- Further information on Dhaene, Jan:
- https://orcid.org/0000-0003-4314-8809
- New search for: Barigou, Karim
- New search for: Delong, Łukasz
- New search for: Dhaene, Jan
- New search for: Barigou, Karim
In:
Insurance: Mathematics and Economics
;
88
;
196-208
;
2019
-
ISSN:
- Article (Journal) / Electronic Resource
-
Title:Fair valuation of insurance liability cash-flow streams in continuous time: Theory
-
Contributors:
-
Published in:Insurance: Mathematics and Economics ; 88 ; 196-208
-
Publisher:
- New search for: Elsevier B.V.
-
Publication date:2019-07-13
-
Size:13 pages
-
ISSN:
-
DOI:
-
Type of media:Article (Journal)
-
Type of material:Electronic Resource
-
Language:English
-
Keywords:
-
Source:
Table of contents – Volume 88
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
-
How do changes in risk and risk aversion affect self-protection with Selden/Kreps–Porteus preferences?Wang, Jianli / Wang, Hongxia / Yick, Ho Yin et al. | 2019
- 7
-
Stochastic differential reinsurance games with capital injectionsZhang, Nan / Jin, Zhuo / Qian, Linyi / Fan, Kun et al. | 2019
- 19
-
Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistencyBarigou, Karim / Chen, Ze / Dhaene, Jan et al. | 2019
- 30
-
Optimal XL-insurance under Wasserstein-type ambiguityBirghila, Corina / Pflug, Georg Ch. et al. | 2019
- 44
-
Optimal consumption and investment with insurer default riskJang, Bong-Gyu / Koo, Hyeng Keun / Park, Seyoung et al. | 2019
- 57
-
Continuous time model for notional defined contribution pension schemes: Liquidity and solvencyAlonso-García, Jennifer / Devolder, Pierre et al. | 2019
- 77
-
Severity modeling of extreme insurance claims for tarifficationLaudagé, Christian / Desmettre, Sascha / Wenzel, Jörg et al. | 2019
- 93
-
Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: The principle of equivalent forward preferencesChong, Wing Fung et al. | 2019
- 108
-
Evaluation of driving risk at different speedsGao, Guangyuan / Wüthrich, Mario V. / Yang, Hanfang et al. | 2019
- 120
-
Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance frameworkChen, Lv / Shen, Yang et al. | 2019
- 138
-
Incorporating big microdata in life table construction: A hypothesis-free estimatorLledó, Josep / Pavía, Jose M. / Morillas-Jurado, Francisco G. et al. | 2019
- 151
-
Stochastic ordering of Gini indexes for multivariate elliptical risksKim, Bara / Kim, Jeongsim et al. | 2019
- 159
-
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean–variance insurer with ambiguity aversionZhao, Hui / Shen, Yang / Zeng, Yan / Zhang, Wenjun et al. | 2019
- 181
-
A continuous-time stochastic model for the mortality surface of multiple populationsJevtić, Petar / Regis, Luca et al. | 2019
- 196
-
Fair valuation of insurance liability cash-flow streams in continuous time: TheoryDelong, Łukasz / Dhaene, Jan / Barigou, Karim et al. | 2019
- 209
-
On the existence of a representative reinsurer under heterogeneous beliefsBoonen, Tim J. / Ghossoub, Mario et al. | 2019
- 226
-
The long-term behavior of number of near-maximum insurance claimsDembińska, Anna / Buraczyńska, Aneta et al. | 2019
- 238
-
Valuation of contingent convertible catastrophe bonds — The case for equity conversionBurnecki, Krzysztof / Giuricich, Mario Nicoló / Palmowski, Zbigniew et al. | 2019
- 255
-
Forecasting mortality rate improvements with a high-dimensional VARGuibert, Quentin / Lopez, Olivier / Piette, Pierrick et al. | 2019
- 273
-
Ruin probabilities under capital constraintsRamsden, Lewis / Papaioannou, Apostolos D. et al. | 2018
- ii
-
Editorial Board| 2019