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pro vyhledávání: '"Jochen Wolf"'
Autor:
Jochen Wolf, Marcus Kriele
Publikováno v:
Blätter der DGVFM. 28:195-219
The valuation of insurance liabilities plays a central role in the design of any solvency framework. We investigate the notion of “fair value of liabilities” at a conceptional level and compare several implementations which are currently discusse
Autor:
Hans-Jurgen Engelbert, Jochen Wolf
Publikováno v:
Teoriya Veroyatnostei i ee Primeneniya. 43:331-348
Publikováno v:
Random Operators and Stochastic Equations. 12