9 results
The aporetic financialisation of insurance liabilities: Reserving under Solvency II
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- Journal:
- Finance and Society / Volume 7 / Issue 1 / 2021
- Published online by Cambridge University Press:
- 09 November 2023, pp. 20-39
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The 3-step hedge-based valuation: fair valuation in the presence of systematic risks
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 53 / Issue 2 / May 2023
- Published online by Cambridge University Press:
- 14 March 2023, pp. 418-442
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- May 2023
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Less-expensive long-term annuities linked to mortality, cash and equity
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- Annals of Actuarial Science / Volume 17 / Issue 1 / March 2023
- Published online by Cambridge University Press:
- 28 July 2022, pp. 170-207
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VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
- Published online by Cambridge University Press:
- 14 August 2020, pp. 709-742
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- September 2020
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FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 49 / Issue 2 / May 2019
- Published online by Cambridge University Press:
- 10 April 2019, pp. 299-333
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- May 2019
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Stochastic Actuarial Modelling of a Defined-Benefit Social Security Pension Scheme: An Analytical Approach
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- Annals of Actuarial Science / Volume 3 / Issue 1-2 / September 2008
- Published online by Cambridge University Press:
- 10 May 2011, pp. 127-185
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Fast Sensitivity Computations for Monte Carlo Valuation of Pension Funds
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 2 / November 2010
- Published online by Cambridge University Press:
- 09 August 2013, pp. 655-667
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- November 2010
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The Treatment of Assets in Pension Funding
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- ASTIN Bulletin: The Journal of the IAA / Volume 34 / Issue 2 / November 2004
- Published online by Cambridge University Press:
- 17 April 2015, pp. 425-433
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- November 2004
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Pension Funding and the Actuarial Assumption Concerning Investment Returns
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 33 / Issue 2 / November 2003
- Published online by Cambridge University Press:
- 17 April 2015, pp. 289-312
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- November 2003
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