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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
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Citations: View citations in EconPapers (15)

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