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Publication
Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach
Journal Contribution - Journal Article
Journal: Scandinavian Actuarial Journal
ISSN: 0346-1238
Issue: 9
Volume: 2020
Pages: 792 - 818
Publication year:2020
BOF-keylabel:yes
IOF-keylabel:yes
BOF-publication weight:1
CSS-citation score:2
Authors:International
Authors from:Higher Education
Accessibility:Open