Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation-Reference-Cited by-同舟云学术

Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation

Published:2022-06-26 Issue:2 Volume:2023 Page:191-217
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Barigou Karim¹^ORCID,Linders Daniël²^ORCID,Yang Fan³

Affiliation:

1. Laboratoire de Sciences Actuarielle et Financière, Institut de Science Financière et d'Assurances, Univ Lyon, Université Claude Bernard Lyon 1, Lyon, France

2. Faculty of Economics and Business, University of Amsterdan, Amsterdam, Netherlands

3. Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Canada

Funder

AXA Research Fund

Research Foundation Flanders

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2022.2090272

Reference46 articles.

1. Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard

2. Coherent Measures of Risk

3. Market consistent valuations with financial imperfection

4. Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency

5. Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting

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