Market-Consistent Actuarial Valuation

By Mario V. Wüthrich, H. Bühlmann, H. Furrer. 2007

102 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/d6c27852f20311ad6f05126f31e7356c6671fff3

How researchers see this paper

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

In Demography

1. Jun Cai
2. Chengguo Weng
3. Yichun Chi
4. Jon A. Wellner
5. Fadoua Balabdaoui

In Economics and Econometrics

1. Chengguo Weng
2. Jun Cai
3. Yichun Chi
4. Ken Seng Tan
5. Yi Zhang
6. Ka Chun Cheung

Citations in the corpus

• Modelling The Claims Development Result For Solvency Purposes (2008, unknown): “6 in [8]).”
• FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II (2014, unknown): “For a general discussion of the valuation of insurance liabilities, we refer to Wüthrich et al. (2010).”
• Optimal reinsurance with expectile (2016, background): “For more details and applications on evaluating an insurer’s liability by the risk margin, we refer to Swiss Federal Office of Private Insurance (2006), Risk Margin Working Group (2009), Wüthrich et al. (2010), Chi (2012), Asimit et al. (2013b), Chi & Meng (2013), and references therein.”