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Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Barigou, Karim, Dhaene, JanLangue:
english
Journal:
Scandinavian Actuarial Journal
DOI:
10.1080/03461238.2018.1528477
Date:
October, 2018
Fichier:
PDF, 2.10 MB
english, 2018