Time-Consistent and Market-Consistent Evaluations (Revised version of 2012-086)

Mitja Stadje () and Antoon Pelsser

No 2014-002, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Actuarial valuation principles; financial risk; market-consistency; time-consistency (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (15)

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... 11e72a0cdb5/download (application/pdf)

Related works:
Working Paper: Time-Consistent and Market-Consistent Evaluations (Revised version of 2012-086) (2014)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiucen:0841e78f-a73b-42c1-b7d4-068244534500

Access Statistics for this paper

More papers in Discussion Paper from Tilburg University, Center for Economic Research
Bibliographic data for series maintained by Richard Broekman ().