Market-consistent valuation: a step towards calculation stability
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References listed on IDEAS
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Cited by:
- Pierre-Edouard Arrouy & Alexandre Boumezoued & Bernard Lapeyre & Sophian Mehalla, 2022. "Economic Scenario Generators: a risk management tool for insurance," Post-Print hal-03671943, HAL.
- Pierre-Edouard Arrouy & Alexandre Boumezoued & Bernard Lapeyre & Sophian Mehalla, 2022. "Economic Scenario Generators: a risk management tool for insurance," Working Papers hal-03671943, HAL.
- Fabrice Borel-Mathurin & Nicole El Karoui & Stéphane Loisel & Julien Vedani, 2020. "Locality in time of the European insurance regulation "risk-neutral" valuation framework, a pre-and post-Covid analysis and further developments," Working Papers hal-02905181, HAL.
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More about this item
Keywords
European regulation; life insurance; no-arbitrage opportunity; economic valuation conver- gence; market-consistency *;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IAS-2019-09-23 (Insurance Economics)
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