Read more at: CF Weekly Workshop - Teemu Pennanen
CF Weekly Workshop - Teemu Pennanen
Talk by Professor Teemu Pennanen Cash-flow based valuation of pension liabilities Abstract: This paper presents a computational framework for cash-flow based valuation of insurance liabilities in incomplete markets. It accounts for the risks associated with both insurance claims and investment returns over the lifetime of...
Tuesday, 31 January, 2012 - 17:00 to 18:00