Best-estimate claims reserves in incomplete markets
- Link:
- Autor/in:
- Erscheinungsjahr:
- 2015
- Medientyp:
- Text
- Schlagworte:
-
- Best-estimate reserves
- Dynamic hedging
- sequential local risk minimization
- State-price deflator
- Incomplete market
- Technical provisions
- Risk margin
- Lizenz:
-
- info:eu-repo/semantics/restrictedAccess
- Quellsystem:
- Forschungsinformationssystem der UHH
Interne Metadaten
- Quelldatensatz
- oai:www.edit.fis.uni-hamburg.de:publications/538bcf5c-75ce-469e-abdb-1d1c19e49196