共 50 条
- [1] Fair dynamic valuation of insurance liabilities via convex hedging [J]. INSURANCE MATHEMATICS & ECONOMICS, 2021, 98 : 1 - 13
- [2] Background on fair value accounting of insurance company assets and liabilities [J]. FAIR VALUE OF INSURANCE LIABILITIES, 1998, 1 : 1 - 6
- [3] Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies [J]. INSURANCE MATHEMATICS & ECONOMICS, 2000, 26 (01): : 37 - 57
- [5] Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency [J]. INSURANCE MATHEMATICS & ECONOMICS, 2017, 76 : 14 - 27
- [6] The fair value of insurance liabilities [J]. FAIR VALUE OF INSURANCE LIABILITIES, 1998, 1 : VII - XV
- [7] Valuation and hedging of life insurance liabilities with systematic mortality risk [J]. INSURANCE MATHEMATICS & ECONOMICS, 2006, 39 (02): : 193 - 217
- [8] Comparison of methods for fair-value life insurance liabilities [J]. FAIR VALUE OF INSURANCE LIABILITIES, 1998, 1 : 7 - 20
- [9] Fair valuation of various participation schemes in life insurance [J]. ASTIN BULLETIN, 2005, 35 (01): : 275 - 297
- [10] A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities [J]. The Geneva Papers on Risk and Insurance Theory, 2001, 26 : 57 - 84