Open AccessFair Dynamic Valuation of Insurance Liabilities: Merging Actuarial Judgement With Market- and Time-Consistency
Author(s) -
Karim Barigou,
Ze Chen,
Jan Dhaene
Publication year - 2018
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3293741
Subject(s) - actuarial science , judgement , valuation (finance) , consistency (knowledge bases) , economics , business , econometrics , mathematics , finance , law , political science , geometry
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