Valorisation économique en assurance vie – Incohérences de marché de de la market-consistency

Julien Vedani ()
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Julien Vedani: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon

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Abstract: Présentation d'un article publié à l'European Actuarial Journal en 2017 et la mise à jour de ses résultats : EL KAROUI, Nicole, LOISEL, Stéphane, PRIGENT Jean-Luc et VEDANI, Julien. Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions. European Actuarial Journal, 2017, vol. 7, no 1, p. 1-28.

Date: 2019-03-19
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Published in Séminaire CERMICS, Mar 2019, Paris, France

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02086910

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