• Media type: E-Book
  • Title: Fair Dynamic Valuation of Insurance Liabilities via Convex Hedging
  • Contributor: Chen, Ze [Author]; Chen, Bingzheng [Other]; Dhaene, Jan [Other]; Yang, Tianyu [Other]
  • Published: [S.l.]: SSRN, [2020]
  • Extent: 1 Online-Ressource (30 p)
  • Language: English
  • DOI: 10.2139/ssrn.3359178
  • Identifier:
  • Origination:
  • Footnote: Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 11, 2019 erstellt
  • Description: A general class of fair valuations, which are model-consistent (mark-to-model), market-consistent (mark-to-market) and time-consistent, was introduced in Barigou et al. (2019) under a multi-period setting. In this paper, we generalize the convex hedging approach proposed in Dhaene et al. (2017) to a multi-period framework and investigate the realization of fair dynamic valuations via a convex hedge-based (CHB) approach. We show that the classes of fair dynamic valuations and CHB dynamic valuations are equivalent. Moreover, we show how to implement the CHB dynamic valuations through a backward iterations scheme with the application of some specific convex hedgers
  • Access State: Open Access