From actuarial to financial valuation principles

By Martin Schweizer. 2001

78 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/7948b926792dd5ae022c5c034cebce1eebcee305

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Thomas Møller
2. M. Dahl
3. Andrew J. G. Cairns
4. Kevin Dowd
5. David P. Blake
6. Elena Vigna
7. Elisa Luciano
8. Luca Regis

In Finance

1. Thomas Møller
2. M. Dahl
3. Kevin Dowd
4. Elena Vigna
5. David P. Blake
6. Andrew J. G. Cairns
7. Elisa Luciano
8. Andrew Ngai

In Management Science and Operations Research

1. M. Dahl
2. Thomas Møller

Citations in the corpus

• Valuation and hedging of life insurance liabilities with systematic mortality risk (2006, background): “Schweizer (2001b) and Becherer (2003) and references therein.”