Matches in SemOpenAlex for { <https://semopenalex.org/work/W3201344105> ?p ?o ?g. }
Showing items 1 to 39 of
39
with 100 items per page.
- W3201344105 abstract "We introduce the class of actuarial-consistent valuation methods for insurance liabilities which depend on both financial and actuarial risks, which imposes that all actuarial risks are priced via standard actuarial principles. We propose to extend standard actuarial principles by a new actuarialconsistent procedure, which we call actuarial In the coherent setting, we show that actuarial-consistent are equivalent to two-step actuarial valuations. We also discuss the connection with market-consistent valuations from Pelsser and Stadje (2014). In particular, we discuss how the dependence structure between actuarial and financial risks impacts both actuarial-consistent and market-consistent valuations." @default.
- W3201344105 created "2021-09-27" @default.
- W3201344105 creator A5017688207 @default.
- W3201344105 creator A5039385762 @default.
- W3201344105 creator A5089126302 @default.
- W3201344105 date "2021-08-27" @default.
- W3201344105 modified "2023-09-27" @default.
- W3201344105 title "Two-step actuarial valuations" @default.
- W3201344105 hasPublicationYear "2021" @default.
- W3201344105 type Work @default.
- W3201344105 sameAs 3201344105 @default.
- W3201344105 citedByCount "0" @default.
- W3201344105 crossrefType "posted-content" @default.
- W3201344105 hasAuthorship W3201344105A5017688207 @default.
- W3201344105 hasAuthorship W3201344105A5039385762 @default.
- W3201344105 hasAuthorship W3201344105A5089126302 @default.
- W3201344105 hasBestOaLocation W32013441051 @default.
- W3201344105 hasConcept C162118730 @default.
- W3201344105 hasConcept C162324750 @default.
- W3201344105 hasConceptScore W3201344105C162118730 @default.
- W3201344105 hasConceptScore W3201344105C162324750 @default.
- W3201344105 hasLocation W32013441051 @default.
- W3201344105 hasLocation W32013441052 @default.
- W3201344105 hasOpenAccess W3201344105 @default.
- W3201344105 hasPrimaryLocation W32013441051 @default.
- W3201344105 hasRelatedWork W1502198272 @default.
- W3201344105 hasRelatedWork W1986173648 @default.
- W3201344105 hasRelatedWork W1998718379 @default.
- W3201344105 hasRelatedWork W2006758266 @default.
- W3201344105 hasRelatedWork W2017540542 @default.
- W3201344105 hasRelatedWork W2052094210 @default.
- W3201344105 hasRelatedWork W2066504725 @default.
- W3201344105 hasRelatedWork W2073254488 @default.
- W3201344105 hasRelatedWork W2084227502 @default.
- W3201344105 hasRelatedWork W2899084033 @default.
- W3201344105 isParatext "false" @default.
- W3201344105 isRetracted "false" @default.
- W3201344105 magId "3201344105" @default.
- W3201344105 workType "article" @default.